arXiv Machine Learning

Open Problem: Is Interaction Necessary for Order-Optimal 1-bit Mean Estimation?

arXiv:2607. 02896v1 Announce Type: cross Abstract: We ask whether interaction is necessary for order-optimal 1-bit mean estimation over nonparametric finite-moment classes.

arXiv AI
Aug 20

Entropy-Constrained Adaptive Stochastic Quantization

arXiv:2608. 18147v1 Announce Type: cross Abstract: Adaptive stochastic quantization (ASQ) is a recently introduced quantization approach that optimizes the Mean Squared Error (MSE) for a given input while preserving unbiasedness.

By Ran Ben Basat, Yaniv Ben-Itzhak, Michael Mitzenmacher, Shay Vargaftik
arXiv AI
Jun 2

Information-Theoretic Lower Bounds for Bit-Constrained Stochastic Optimization via a Reduction to Compressed Gaussian Mean Estimation

arXiv:2606. 00703v1 Announce Type: cross Abstract: Low-precision pretraining (FP8, MXFP4, NVFP4) is now standard for frontier language models, yet the literature is almost entirely achievability -- algorithms and empirical scaling laws -- with no matching characterization of what is information-theoretically possible.

By Munsik Kim
arXiv AI
Jun 4

Model-Preserving Adaptive Rounding

arXiv:2505. 22988v3 Announce Type: replace-cross Abstract: The goal of quantization is to produce a compressed model whose output distribution is as close to the original model's as possible.

By Albert Tseng, Zhaofeng Sun, Christopher De Sa
arXiv Machine Learning
Jun 19

Indexed Bellman Information Complexity

arXiv:2606. 11171v2 Announce Type: replace Abstract: We develop indexed Bellman information complexity, a representation-level theory of interactive decision making centered on information indices and reference histories.

By Yunbei Xu
arXiv Machine Learning
1d ago

Q-MINO: A Minimal-Norm Method for Quantization-Aware Training

The paper introduces Q-MINO, a Quantization-Aware Minimal-Norm Optimizer designed to improve training of ultra-low-bit neural networks. Q-MINO uses a temporal bundle method that incorporates gradient consensus, state-drift regularization, and an alignment constraint to produce stabilized, minimum-norm update directions. The authors solve the resulting constrained subproblem with a warm-started Frank–Wolfe procedure and provide theoretical convergence guarantees via a stochastic Lyapunov Kurdyka–Łojasiewicz framework, along with numerical experiments demonstrating its effectiveness across various quantization levels.

By Don Li
arXiv Machine Learning
Sep 11

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret without a Variance Bound

The paper studies contextual bilateral trade with full feedback, showing that action-independent observations eliminate the usual polynomial adaptation penalty seen in heavy-tailed bandits. It presents fully parameter-free algorithms that achieve oracle minimax regret rates without knowing the moment order or scale, and derives new regret bounds for both parametric and nonparametric settings. The key technical insight is a paired squared‑loss statistic whose noise cancels, enabling model selection and yielding regret rates that interpolate between classical nonparametric and linear extremes.

By Hangyi Zhao
arXiv Machine Learning
Aug 11

Kernel Methods for Refined Prophet Inequalities

arXiv:2608. 08662v1 Announce Type: cross Abstract: The single-selection prophet inequality is a canonical Bayesian online selection problem in which independent nonnegative values arrive sequentially and the decision-maker must irrevocably select at most one.

By Patrick Loiseau, Mathieu Molina, Vianney Perchet, Sebastian Perez-Salazar, Victor Verdugo