We derive finite-sample generalization bounds for Transformers trained with dynamic programming recursions. Building on the doubly lifted, measure-valued formulation of Transformer dynamics, we view data sets as probability laws on pairs of empirical input-output measures, allowing us to interpret the training problem as a finite-horizon Markovian control problem.
arXiv:2607. 27975v1 Announce Type: new Abstract: We derive finite-sample generalization bounds for Transformers trained with dynamic programming recursions.
arXiv:2412. 20556v2 Announce Type: replace-cross Abstract: We study distributionally robust optimization (DRO) for robust inference when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization problem.
The paper introduces the Distributionally Robust Schr"odinger Bridge (DRSB), a method that learns a single controller capable of handling uncertainty in the initial distribution for stochastic transport tasks. DRSB’s objective combines control energy with a KL penalty on the terminal distribution, and it seeks to minimize the worst‑case value of this objective over an ambiguity set around the nominal initial distribution. The authors derive a variational formulation, connect it to stochastic optimal control and distributionally robust optimization, and propose an alternating algorithm with Wasserstein and Sinkhorn variants. Experiments on two‑dimensional transport and image‑to‑image translation demonstrate improved robustness to input perturbations compared to standard SB, while also achieving lower mean sliced Wasserstein distance on Gaussian mixture transport.
arXiv:2609.23775v1 Announce Type: new Abstract: Obtaining the optimal action-value function in Markov decision processes is computationally intensive in large state--action spaces. In this study, we...
arXiv:2604. 04342v2 Announce Type: replace Abstract: Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially observed, or stress-induced.
arXiv:2606. 07600v1 Announce Type: cross Abstract: We formulate data propagation through the Transformer, the machine learning architecture powering large language models, as a nonlinear control system on the space of probability measures.
The paper introduces a distributionally robust method for learning hyperparameters of first‑order convex optimization algorithms. By minimizing a Wasserstein‑robust performance estimation problem over a dataset of problem instances, the approach interpolates between classical learning‑to‑optimize (L2O) and worst‑case PEP design. The authors solve the resulting problem with stochastic gradient descent, provide high‑probability risk bounds, and demonstrate that the learned algorithms outperform both worst‑case optimal and vanilla L2O baselines on logistic regression, LASSO, and linear programming tasks.
arXiv:2512. 22088v3 Announce Type: replace-cross Abstract: The scaling law, a cornerstone of Large Language Model (LLM) development, predicts improvements in model performance with increasing computational resources.
arXiv:2506. 07040v4 Announce Type: replace-cross Abstract: We study model-free methods for distributionally robust infinite-horizon average-reward Markov decision processes (MDPs).
arXiv:2606. 19117v1 Announce Type: cross Abstract: Offline policy learning has received growing attention in causal inference.
arXiv:2605. 26078v3 Announce Type: replace Abstract: Wasserstein policy gradient (WPG) is a policy optimization method for reinforcement learning (RL) that exploits the optimal-transport geometry of action distributions.
arXiv:2609.39512v1 Announce Type: new Abstract: The small-sample learning problem remains a fundamental challenge in machine learning because limited training data lead to unstable model estimation a...