arXiv Machine Learning

LLMs are Bayesian, In Expectation, Not in Realization

arXiv:2507. 11768v3 Announce Type: replace-cross Abstract: Bayesian accounts of in-context learning face a direct objection: exact posterior predictives for exchangeable data are invariant to task-preserving order, yet transformers change next-token probabilities when the same examples are serialized differently.

arXiv AI
Aug 25

Measuring in-context algorithmic reasoning in language models against an exact Bayes-optimal reference

The paper introduces F-ICL, a benchmark that measures in‑context algorithmic reasoning in language models by exhaustively enumerating 86 million valid programs of length ≤13 on a Turing‑complete machine and computing the exact posterior under a bounded Levin–Solomonoff prior. Unlike typical benchmarks, F‑ICL provides a distributional reference rather than just answers, allowing the evaluation of models’ inductive priors. Across 105 configurations of models ranging from 0.8 B to 675 B parameters, models achieve up to 92 % accuracy, yet many still deviate from the Bayes‑optimal reference, and the study derives theoretical bounds on cumulative loss for predictors with positive prior weight on the reference.

By Luan Ozelim, Hector Zenil
arXiv AI
Sep 7

Unifying ICL, SFT, KL-Regularized RL Through a Bayesian Lens

The paper presents a Bayesian framework that unifies several large‑language‑model training and evaluation paradigms—supervised fine‑tuning (SFT), few‑shot in‑context learning (ICL), and KL‑regularized reinforcement learning (RLHF/RLVR). It shows that each method can be viewed as a two‑step process: first constructing a Bayes or Gibbs posterior over outputs or actions using a prior and a utility signal, then approximating this posterior via a forward‑KL projection onto a parametric family. The authors formalize ICL and SFT as amortized weight projections, and demonstrate that reward‑weighted SFT, reward‑weighted ICL, and advantage‑weighted SFT are all special cases of forward‑KL projection onto reward‑induced posteriors, while also outlining where these equivalences hold and where they break down.

By Junxin Fan
arXiv Machine Learning
Aug 19

Feature Priming in Online Linear Regression: Sparse-Regret Lower Bounds and a Tight Univariate Rate

The paper investigates feature priming in high‑dimensional online linear regression, showing that estimating feature weights from past data and refitting a minimum‑norm predictor can lead to regret that scales with sparsity rather than ambient dimension. It provides a negative answer to a COLT 2023 open problem by proving that three natural priming rules incur ≥Ω(min{T,√d}) regret against a zero‑loss one‑sparse comparator, due to cheap nuisance interpolation that underweights truly predictive coordinates. The authors also identify conditions under which regret is governed by data rank and present constructions that achieve tight univariate rates, while noting that the multivariate case remains unresolved.

By Huibo Xu, Shi Fu, Qixin Zhang, Dacheng Tao