arXiv AI

One-Shot Localisation of the Global Minimum of a Noisy One-Dimensional Function: An Iterative Neural Minimizer Compared with Set Transformers and Classical Estimators

The paper introduces the Neural Function Minimizer (NFM), an iterative neural model that predicts the global minimum of a noisy one‑dimensional function from only twenty samples. It compares the NFM to two Set Transformers and classical zero‑query estimators, finding that all learned models outperform classical methods on held‑out data, with the NFM achieving the lowest error relative to the Gaussian‑process posterior argmin. The study also examines how different estimator outputs affect tie‑breaking between equally deep valleys and plans to release a benchmark and self‑checking harness.

arXiv Machine Learning
Aug 27

Why and When Neural Networks Improve Local Approximation in Optimization

The paper investigates why neural network surrogates sometimes improve and sometimes worsen derivative‑free optimisation performance. It identifies three key factors—role (whether the surrogate proposes candidates or replaces gradients), radius (the neighbourhood within which a local model is reliable), and room (whether the base method can still progress)—that determine when a learned local model is beneficial. Experiments on 117 benchmark instances show that providing surrogate‑approved candidates boosts success rates, while replacing gradients or ignoring the radius can reduce them.

By Chengkuo Bian, Pengcheng Xie
arXiv Machine Learning
4d ago

$\sigma$Transfer: Uncertainty Transfer from Small to Large Networks under $\mu\mathrm{P}$

arXiv:2610. 11668v1 Announce Type: cross Abstract: Reliable predictive uncertainty in Laplace approximations depends critically on the prior precision, yet selecting it requires a posterior sweep that is prohibitively expensive for neural networks with billions of parameters.

By Richard Bergna (University of Cambridge, Spotify), Fernando Ruiz Mazo (University of Cambridge), Nicol\`o Felicioni (Spotify), Jos\'e Miguel Hern\'andez-Lobato (University of Cambridge), Kamil Ciosek (Spotify)
arXiv Machine Learning
Sep 10

Sharp Structure-Agnostic Minimax Risk for Partial Linear Models

arXiv:2609. 07997v1 Announce Type: new Abstract: We characterize the sharp structure-agnostic minimax risk for coefficient estimation in the partial linear model when the outcome and treatment nuisances are learned by two distinct black-box learners, which resolves the open problem in double machine learning posed by Gu (2025).

By Haichen Hu, David Simchi-Levi
arXiv Statistics ML
Oct 2

Exact information accounting for SGD methods

The paper presents an exact, information‑theoretic analysis of stochastic gradient descent (SGD) and its variants, showing that a preconditioned SGD step corresponds to a posterior‑mean update in a Gaussian Bayes model. It decomposes one‑step regret into an intrinsic‑time cost and a change in comparator information, extending this split to an identity for the objective itself. The framework links convex convergence, saddle‑point escape, flatness‑generalization trade‑offs, learning‑rate schedules, adaptive optimizers, and various SGD variants, and it is validated on synthetic and real training runs, revealing how different optimizers achieve the same training loss through distinct step characteristics.

By Akshay Balsubramani