Daily Papers

The fine-tuning of pre-trained large language models (LLMs) using reinforcement learning (RL) is generally formulated as direct policy optimization. This approach was naturally favored as it efficiently improves a pretrained LLM, seen as an initial policy. Another RL paradigm, Q-learning methods, has received far less attention in the LLM community while demonstrating major success in various non-LLM RL tasks. In particular, Q-learning effectiveness comes from its sample efficiency and ability to learn offline, which is particularly valuable given the high computational cost of sampling with LLMs. However, naively applying a Q-learning-style update to the model's logits is ineffective due to the specificity of LLMs. Our core contribution is to derive theoretically grounded loss functions from Bellman equations to adapt Q-learning methods to LLMs. To do so, we carefully adapt insights from the RL literature to account for LLM-specific characteristics, ensuring that the logits become reliable Q-value estimates. We then use this loss to build a practical algorithm, ShiQ for Shifted-Q, that supports off-policy, token-wise learning while remaining simple to implement. Finally, we evaluate ShiQ on both synthetic data and real-world benchmarks, e.g., UltraFeedback and BFCL-V3, demonstrating its effectiveness in both single-turn and multi-turn LLM settings

This paper investigates the use of prior computation to estimate the value function to improve sample efficiency in on-policy policy gradient methods in reinforcement learning. Our approach is to estimate the value function from prior computations, such as from the Q-network learned in DQN or the value function trained for different but related environments. In particular, we learn a new value function for the target task while combining it with a value estimate from the prior computation. Finally, the resulting value function is used as a baseline in the policy gradient method. This use of a baseline has the theoretical property of reducing variance in gradient computation and thus improving sample efficiency. The experiments show the successful use of prior value estimates in various settings and improved sample efficiency in several tasks.

Temporal-difference (TD) methods learn state and action values efficiently by bootstrapping from their own future value predictions, but such a self-bootstrapping mechanism is prone to bootstrapping bias, where the errors in the value targets accumulate across steps and result in biased value estimates. Recent work has proposed to use chunked critics, which estimate the value of short action sequences ("chunks") rather than individual actions, speeding up value backup. However, extracting policies from chunked critics is challenging: policies must output the entire action chunk open-loop, which can be sub-optimal for environments that require policy reactivity and also challenging to model especially when the chunk length grows. Our key insight is to decouple the chunk length of the critic from that of the policy, allowing the policy to operate over shorter action chunks. We propose a novel algorithm that achieves this by optimizing the policy against a distilled critic for partial action chunks, constructed by optimistically backing up from the original chunked critic to approximate the maximum value achievable when a partial action chunk is extended to a complete one. This design retains the benefits of multi-step value propagation while sidestepping both the open-loop sub-optimality and the difficulty of learning action chunking policies for long action chunks. We evaluate our method on challenging, long-horizon offline goal-conditioned tasks and show that it reliably outperforms prior methods. Code: github.com/ColinQiyangLi/dqc.

In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting and propose novel mechanisms to minimize its effects on both the actor and the critic. Our algorithm builds on Double Q-learning, by taking the minimum value between a pair of critics to limit overestimation. We draw the connection between target networks and overestimation bias, and suggest delaying policy updates to reduce per-update error and further improve performance. We evaluate our method on the suite of OpenAI gym tasks, outperforming the state of the art in every environment tested.

Aligning foundation models is essential for their safe and trustworthy deployment. However, traditional fine-tuning methods are computationally intensive and require updating billions of model parameters. A promising alternative, alignment via decoding, adjusts the response distribution directly without model updates to maximize a target reward r, thus providing a lightweight and adaptable framework for alignment. However, principled decoding methods rely on oracle access to an optimal Q-function (Q^*), which is often unavailable in practice. Hence, prior SoTA methods either approximate this Q^* using Q^{pi_{sft}} (derived from the reference SFT model) or rely on short-term rewards, resulting in sub-optimal decoding performance. In this work, we propose Transfer Q^*, which implicitly estimates the optimal value function for a target reward r through a baseline model rho_{BL} aligned with a baseline reward rho_{BL} (which can be different from the target reward r). Theoretical analyses of Transfer Q^* provide a rigorous characterization of its optimality, deriving an upper bound on the sub-optimality gap and identifying a hyperparameter to control the deviation from the pre-trained reference SFT model based on user needs. Our approach significantly reduces the sub-optimality gap observed in prior SoTA methods and demonstrates superior empirical performance across key metrics such as coherence, diversity, and quality in extensive tests on several synthetic and real datasets.

Recent advancements in large language models (LLMs) have shown remarkable potential in automating machine learning tasks. However, existing LLM-based agents often struggle with low-diversity and suboptimal code generation. While recent work has introduced Monte Carlo Tree Search (MCTS) to address these issues, limitations persist in the quality and diversity of thoughts generated, as well as in the scalar value feedback mechanisms used for node selection. In this study, we introduce Introspective Monte Carlo Tree Search (I-MCTS), a novel approach that iteratively expands tree nodes through an introspective process that meticulously analyzes solutions and results from parent and sibling nodes. This facilitates a continuous refinement of the node in the search tree, thereby enhancing the overall decision-making process. Furthermore, we integrate a Large Language Model (LLM)-based value model to facilitate direct evaluation of each node's solution prior to conducting comprehensive computational rollouts. A hybrid rewarding mechanism is implemented to seamlessly transition the Q-value from LLM-estimated scores to actual performance scores. This allows higher-quality nodes to be traversed earlier. Applied to the various ML tasks, our approach demonstrates a 6% absolute improvement in performance compared to the strong open-source AutoML agents, showcasing its effectiveness in enhancing agentic AutoML systems. Resource available at https://github.com/jokieleung/I-MCTS

In reinforcement learning (RL), function approximation errors are known to easily lead to the Q-value overestimations, thus greatly reducing policy performance. This paper presents a distributional soft actor-critic (DSAC) algorithm, which is an off-policy RL method for continuous control setting, to improve the policy performance by mitigating Q-value overestimations. We first discover in theory that learning a distribution function of state-action returns can effectively mitigate Q-value overestimations because it is capable of adaptively adjusting the update stepsize of the Q-value function. Then, a distributional soft policy iteration (DSPI) framework is developed by embedding the return distribution function into maximum entropy RL. Finally, we present a deep off-policy actor-critic variant of DSPI, called DSAC, which directly learns a continuous return distribution by keeping the variance of the state-action returns within a reasonable range to address exploding and vanishing gradient problems. We evaluate DSAC on the suite of MuJoCo continuous control tasks, achieving the state-of-the-art performance.

Language agents have become a promising solution to complex interactive tasks. One of the key ingredients to the success of language agents is the reward model on the trajectory of the agentic workflow, which provides valuable guidance during training or inference. However, due to the lack of annotations of intermediate interactions, most existing works use an outcome reward model to optimize policies across entire trajectories. This may lead to sub-optimal policies and hinder the overall performance. To address this, we propose QLASS (Q-guided Language Agent Stepwise Search), to automatically generate annotations by estimating Q-values in a stepwise manner for open language agents. By introducing a reasoning tree and performing process reward modeling, QLASS provides effective intermediate guidance for each step. With the stepwise guidance, we propose a Q-guided generation strategy to enable language agents to better adapt to long-term value, resulting in significant performance improvement during model inference on complex interactive agent tasks. Notably, even with almost half the annotated data, QLASS retains strong performance, demonstrating its efficiency in handling limited supervision. We also empirically demonstrate that QLASS can lead to more effective decision making through qualitative analysis. We will release our code and data.

Offline reinforcement learning (RL) is a learning paradigm where an agent learns from a fixed dataset of experience. However, learning solely from a static dataset can limit the performance due to the lack of exploration. To overcome it, offline-to-online RL combines offline pre-training with online fine-tuning, which enables the agent to further refine its policy by interacting with the environment in real-time. Despite its benefits, existing offline-to-online RL methods suffer from performance degradation and slow improvement during the online phase. To tackle these challenges, we propose a novel framework called Ensemble-based Offline-to-Online (E2O) RL. By increasing the number of Q-networks, we seamlessly bridge offline pre-training and online fine-tuning without degrading performance. Moreover, to expedite online performance enhancement, we appropriately loosen the pessimism of Q-value estimation and incorporate ensemble-based exploration mechanisms into our framework. Experimental results demonstrate that E2O can substantially improve the training stability, learning efficiency, and final performance of existing offline RL methods during online fine-tuning on a range of locomotion and navigation tasks, significantly outperforming existing offline-to-online RL methods.

A significant aspiration of offline reinforcement learning (RL) is to develop a generalist agent with high capabilities from large and heterogeneous datasets. However, prior approaches that scale offline RL either rely heavily on expert trajectories or struggle to generalize to diverse unseen tasks. Inspired by the excellent generalization of world model in conditional video generation, we explore the potential of image observation-based world model for scaling offline RL and enhancing generalization on novel tasks. In this paper, we introduce JOWA: Jointly-Optimized World-Action model, an offline model-based RL agent pretrained on multiple Atari games with 6 billion tokens data to learn general-purpose representation and decision-making ability. Our method jointly optimizes a world-action model through a shared transformer backbone, which stabilize temporal difference learning with large models during pretraining. Moreover, we propose a provably efficient and parallelizable planning algorithm to compensate for the Q-value estimation error and thus search out better policies. Experimental results indicate that our largest agent, with 150 million parameters, achieves 78.9% human-level performance on pretrained games using only 10% subsampled offline data, outperforming existing state-of-the-art large-scale offline RL baselines by 31.6% on averange. Furthermore, JOWA scales favorably with model capacity and can sample-efficiently transfer to novel games using only 5k offline fine-tuning data (approximately 4 trajectories) per game, demonstrating superior generalization. We will release codes and model weights at https://github.com/CJReinforce/JOWA

Large Language Models (LLMs) have demonstrated their strong ability to assist people and show "sparks of intelligence". However, several open challenges hinder their wider application: such as concerns over privacy, tendencies to produce hallucinations, and difficulties in handling long contexts. In this work, we address those challenges by introducing the Retrieval-Augmented Thought Process (RATP). Given access to external knowledge, RATP formulates the thought generation of LLMs as a multiple-step decision process. To optimize such a thought process, RATP leverages Monte-Carlo Tree Search, and learns a Q-value estimator that permits cost-efficient inference. In addressing the task of question-answering with private data, where ethical and security concerns limit LLM training methods, RATP achieves a 50% improvement over existing in-context retrieval-augmented language models.

Reinforcement learning (RL) has shown remarkable success in solving complex decision-making and control tasks. However, many model-free RL algorithms experience performance degradation due to inaccurate value estimation, particularly the overestimation of Q-values, which can lead to suboptimal policies. To address this issue, we previously proposed the Distributional Soft Actor-Critic (DSAC or DSACv1), an off-policy RL algorithm that enhances value estimation accuracy by learning a continuous Gaussian value distribution. Despite its effectiveness, DSACv1 faces challenges such as training instability and sensitivity to reward scaling, caused by high variance in critic gradients due to return randomness. In this paper, we introduce three key refinements to DSACv1 to overcome these limitations and further improve Q-value estimation accuracy: expected value substitution, twin value distribution learning, and variance-based critic gradient adjustment. The enhanced algorithm, termed DSAC with Three refinements (DSAC-T or DSACv2), is systematically evaluated across a diverse set of benchmark tasks. Without the need for task-specific hyperparameter tuning, DSAC-T consistently matches or outperforms leading model-free RL algorithms, including SAC, TD3, DDPG, TRPO, and PPO, in all tested environments. Additionally, DSAC-T ensures a stable learning process and maintains robust performance across varying reward scales. Its effectiveness is further demonstrated through real-world application in controlling a wheeled robot, highlighting its potential for deployment in practical robotic tasks.

Monte Carlo Tree Search (MCTS) based methods provide promising approaches for generating synthetic data to enhance the self-training of Large Language Model (LLM) based multi-agent systems (MAS). These methods leverage Q-values to estimate individual agent contributions. However, relying solely on Q-values to identify informative data may misalign with the data synthesis objective, as the focus should be on selecting data that best enhances model training. To address this discrepancy, we propose Data Influence-oriented Tree Search (DITS), a novel framework that incorporates influence scores to guide both tree search and data selection. By leveraging influence scores, we effectively identify the most impactful data for system improvement, thereby enhancing model performance. Furthermore, we derive influence score estimation methods tailored for non-differentiable metrics, significantly reducing computational overhead by utilizing inference computations. Extensive experiments on eight multi-agent datasets demonstrate the robustness and effectiveness of the proposed methods. Notably, our findings reveal that allocating more inference resources to estimate influence scores, rather than Q-values, during data synthesis can more effectively and efficiently enhance model training.

We propose a penalized nonparametric approach to estimating the quantile regression process (QRP) in a nonseparable model using rectifier quadratic unit (ReQU) activated deep neural networks and introduce a novel penalty function to enforce non-crossing of quantile regression curves. We establish the non-asymptotic excess risk bounds for the estimated QRP and derive the mean integrated squared error for the estimated QRP under mild smoothness and regularity conditions. To establish these non-asymptotic risk and estimation error bounds, we also develop a new error bound for approximating C^s smooth functions with s >0 and their derivatives using ReQU activated neural networks. This is a new approximation result for ReQU networks and is of independent interest and may be useful in other problems. Our numerical experiments demonstrate that the proposed method is competitive with or outperforms two existing methods, including methods using reproducing kernels and random forests, for nonparametric quantile regression.

Agents significantly enhance the capabilities of standalone Large Language Models (LLMs) by perceiving environments, making decisions, and executing actions. However, LLM agents still face challenges in tasks that require multiple decision-making steps. Estimating the value of actions in specific tasks is difficult when intermediate actions are neither appropriately rewarded nor penalized. In this paper, we propose leveraging a task-relevant Q-value model to guide action selection. Specifically, we first collect decision-making trajectories annotated with step-level Q values via Monte Carlo Tree Search (MCTS) and construct preference data. We then use another LLM to fit these preferences through step-level Direct Policy Optimization (DPO), which serves as the Q-value model. During inference, at each decision-making step, LLM agents select the action with the highest Q value before interacting with the environment. We apply our method to various open-source and API-based LLM agents, demonstrating that Q-value models significantly improve their performance. Notably, the performance of the agent built with Phi-3-mini-4k-instruct improved by 103% on WebShop and 75% on HotPotQA when enhanced with Q-value models, even surpassing GPT-4o-mini. Additionally, Q-value models offer several advantages, such as generalization to different LLM agents and seamless integration with existing prompting strategies.

We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. (2012) for multi-armed bandits. Our method uses the quantile of a Q-value function posterior as upper confidence bound on the optimal Q-value function. For Bayes-UCBVI, we prove a regret bound of order O(H^3SAT) where H is the length of one episode, S is the number of states, A the number of actions, T the number of episodes, that matches the lower-bound of Ω(H^3SAT) up to poly-log terms in H,S,A,T for a large enough T. To the best of our knowledge, this is the first algorithm that obtains an optimal dependence on the horizon H (and S) without the need for an involved Bernstein-like bonus or noise. Crucial to our analysis is a new fine-grained anti-concentration bound for a weighted Dirichlet sum that can be of independent interest. We then explain how Bayes-UCBVI can be easily extended beyond the tabular setting, exhibiting a strong link between our algorithm and Bayesian bootstrap (Rubin, 1981).

Multi-step planning has been widely employed to enhance the performance of large language models (LLMs) on downstream natural language processing (NLP) tasks, which decomposes the original task into multiple subtasks and guide LLMs to solve them sequentially without additional training. When addressing task instances, existing methods either preset the order of steps or attempt multiple paths at each step. However, these methods overlook instances' linguistic features and rely on the intrinsic planning capabilities of LLMs to evaluate intermediate feedback and then select subtasks, resulting in suboptimal outcomes. To better solve multi-step NLP tasks with LLMs, in this paper we propose a Reinforcement Learning enhanced Adaptive Planning framework (RLAP). In our framework, we model an NLP task as a Markov decision process (MDP) and employ an LLM directly into the environment. In particular, a lightweight Actor model is trained to estimate Q-values for natural language sequences consisting of states and actions through reinforcement learning. Therefore, during sequential planning, the linguistic features of each sequence in the MDP can be taken into account, and the Actor model interacts with the LLM to determine the optimal order of subtasks for each task instance. We apply RLAP on three different types of NLP tasks and conduct extensive experiments on multiple datasets to verify RLAP's effectiveness and robustness.

Large Language Models (LLMs) have achieved remarkable success at tasks like summarization that involve a single turn of interaction. However, they can still struggle with multi-turn tasks like dialogue that require long-term planning. Previous works on multi-turn dialogue extend single-turn reinforcement learning from human feedback (RLHF) methods to the multi-turn setting by treating all prior dialogue turns as a long context. Such approaches suffer from covariate shift: the conversations in the training set have previous turns generated by some reference policy, which means that low training error may not necessarily correspond to good performance when the learner is actually in the conversation loop. In response, we introduce REgressing the RELative FUture (REFUEL), an efficient policy optimization approach designed to address multi-turn RLHF in LLMs. REFUEL employs a single model to estimate Q-values and trains on self-generated data, addressing the covariate shift issue. REFUEL frames the multi-turn RLHF problem as a sequence of regression tasks on iteratively collected datasets, enabling ease of implementation. Theoretically, we prove that REFUEL can match the performance of any policy covered by the training set. Empirically, we evaluate our algorithm by using Llama-3.1-70B-it to simulate a user in conversation with our model. REFUEL consistently outperforms state-of-the-art methods such as DPO and REBEL across various settings. Furthermore, despite having only 8 billion parameters, Llama-3-8B-it fine-tuned with REFUEL outperforms Llama-3.1-70B-it on long multi-turn dialogues. Implementation of REFUEL can be found at https://github.com/ZhaolinGao/REFUEL/, and models trained by REFUEL can be found at https://huggingface.co/Cornell-AGI.

Reinforcement learning with offline data suffers from Q-value extrapolation errors. To address this issue, we first demonstrate that linear extrapolation of the Q-function beyond the data range is particularly problematic. To mitigate this, we propose guiding the gradual decrease of Q-values outside the data range, which is achieved through reward scaling with layer normalization (RS-LN) and a penalization mechanism for infeasible actions (PA). By combining RS-LN and PA, we develop a new algorithm called PARS. We evaluate PARS across a range of tasks, demonstrating superior performance compared to state-of-the-art algorithms in both offline training and online fine-tuning on the D4RL benchmark, with notable success in the challenging AntMaze Ultra task.

Reinforcement learning (RL) post-training is crucial for LLM alignment and reasoning, but existing policy-based methods, such as PPO and DPO, can fall short of fixing shortcuts inherited from pre-training. In this work, we introduce Qsharp, a value-based algorithm for KL-regularized RL that guides the reference policy using the optimal regularized Q function. We propose to learn the optimal Q function using distributional RL on an aggregated online dataset. Unlike prior value-based baselines that guide the model using unregularized Q-values, our method is theoretically principled and provably learns the optimal policy for the KL-regularized RL problem. Empirically, Qsharp outperforms prior baselines in math reasoning benchmarks while maintaining a smaller KL divergence to the reference policy. Theoretically, we establish a reduction from KL-regularized RL to no-regret online learning, providing the first bounds for deterministic MDPs under only realizability. Thanks to distributional RL, our bounds are also variance-dependent and converge faster when the reference policy has small variance. In sum, our results highlight Qsharp as an effective approach for post-training LLMs, offering both improved performance and theoretical guarantees. The code can be found at https://github.com/jinpz/q_sharp.

Offline reinforcement learning faces a significant challenge of value over-estimation due to the distributional drift between the dataset and the current learned policy, leading to learning failure in practice. The common approach is to incorporate a penalty term to reward or value estimation in the Bellman iterations. Meanwhile, to avoid extrapolation on out-of-distribution (OOD) states and actions, existing methods focus on conservative Q-function estimation. In this paper, we propose Conservative State Value Estimation (CSVE), a new approach that learns conservative V-function via directly imposing penalty on OOD states. Compared to prior work, CSVE allows more effective in-data policy optimization with conservative value guarantees. Further, we apply CSVE and develop a practical actor-critic algorithm in which the critic does the conservative value estimation by additionally sampling and penalizing the states around the dataset, and the actor applies advantage weighted updates extended with state exploration to improve the policy. We evaluate in classic continual control tasks of D4RL, showing that our method performs better than the conservative Q-function learning methods and is strongly competitive among recent SOTA methods.

Offline multi-agent reinforcement learning is challenging due to the coupling effect of both distribution shift issue common in offline setting and the high dimension issue common in multi-agent setting, making the action out-of-distribution (OOD) and value overestimation phenomenon excessively severe. Tomitigate this problem, we propose a novel multi-agent offline RL algorithm, named CounterFactual Conservative Q-Learning (CFCQL) to conduct conservative value estimation. Rather than regarding all the agents as a high dimensional single one and directly applying single agent methods to it, CFCQL calculates conservative regularization for each agent separately in a counterfactual way and then linearly combines them to realize an overall conservative value estimation. We prove that it still enjoys the underestimation property and the performance guarantee as those single agent conservative methods do, but the induced regularization and safe policy improvement bound are independent of the agent number, which is therefore theoretically superior to the direct treatment referred to above, especially when the agent number is large. We further conduct experiments on four environments including both discrete and continuous action settings on both existing and our man-made datasets, demonstrating that CFCQL outperforms existing methods on most datasets and even with a remarkable margin on some of them.

Reinforcement Learning with Verifiable Rewards (RLVR) strengthens LLM reasoning, but training often oscillates between {entropy collapse} and {entropy explosion}. We trace both hazards to the mean baseline used in value-free RL (e.g., GRPO and DAPO), which improperly penalizes negative-advantage samples under reward outliers. We propose {Quantile Advantage Estimation} (QAE), replacing the mean with a group-wise K-quantile baseline. QAE induces a response-level, two-regime gate: on hard queries (p <= 1 - K) it reinforces rare successes, while on easy queries (p > 1 - K) it targets remaining failures. Under first-order softmax updates, we prove {two-sided entropy safety}, giving lower and upper bounds on one-step entropy change that curb explosion and prevent collapse. Empirically, this minimal modification stabilizes entropy, sparsifies credit assignment (with tuned K, roughly 80% of responses receive zero advantage), and yields sustained pass@1 gains on Qwen3-8B/14B-Base across AIME 2024/2025 and AMC 2023. These results identify {baseline design} -- rather than token-level heuristics -- as the primary mechanism for scaling RLVR.

We present an approach called Q-probing to adapt a pre-trained language model to maximize a task-specific reward function. At a high level, Q-probing sits between heavier approaches such as finetuning and lighter approaches such as few shot prompting, but can also be combined with either. The idea is to learn a simple linear function on a model's embedding space that can be used to reweight candidate completions. We theoretically show that this sampling procedure is equivalent to a KL-constrained maximization of the Q-probe as the number of samples increases. To train the Q-probes we consider either reward modeling or a class of novel direct policy learning objectives based on importance weighted policy gradients. With this technique, we see gains in domains with ground-truth rewards (code generation) as well as implicit rewards defined by preference data, even outperforming finetuning in data-limited regimes. Moreover, a Q-probe can be trained on top of an API since it only assumes access to sampling and embeddings. Code: https://github.com/likenneth/q_probe .

Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo methods can be costly to do so. We propose here a new procedure based on importance sampling and control variates for estimating more efficiently multiple expectations with the same sample. We first show that there exists a family of optimal estimators combining both importance sampling and control variates, which however cannot be used in practice because they require the knowledge of the values of the expectations to estimate. Motivated by the form of these optimal estimators and some interesting properties, we therefore propose an adaptive algorithm. The general idea is to adaptively update the parameters of the estimators for approaching the optimal ones. We suggest then a quantitative stopping criterion that exploits the trade-off between approaching these optimal parameters and having a sufficient budget left. This left budget is then used to draw a new independent sample from the final sampling distribution, allowing to get unbiased estimators of the expectations. We show how to apply our procedure to sensitivity analysis, by estimating Sobol' indices and quantifying the impact of the input distributions. Finally, realistic test cases show the practical interest of the proposed algorithm, and its significant improvement over estimating the expectations separately.

Vision-Language-Action (VLA) models have shown substantial potential in real-world robotic manipulation. However, fine-tuning these models through supervised learning struggles to achieve robust performance due to limited, inconsistent demonstrations, especially in contact-rich environments. In this paper, we propose a reinforced fine-tuning approach for VLA models, named ConRFT, which consists of offline and online fine-tuning with a unified consistency-based training objective, to address these challenges. In the offline stage, our method integrates behavior cloning and Q-learning to effectively extract policy from a small set of demonstrations and stabilize value estimating. In the online stage, the VLA model is further fine-tuned via consistency policy, with human interventions to ensure safe exploration and high sample efficiency. We evaluate our approach on eight diverse real-world manipulation tasks. It achieves an average success rate of 96.3% within 45-90 minutes of online fine-tuning, outperforming prior supervised methods with a 144% improvement in success rate and 1.9x shorter episode length. This work highlights the potential of integrating reinforcement learning to enhance the performance of VLA models for real-world robotic applications. Videos and code are available at our project website https://cccedric.github.io/conrft/.

The popular Q-learning algorithm is known to overestimate action values under certain conditions. It was not previously known whether, in practice, such overestimations are common, whether they harm performance, and whether they can generally be prevented. In this paper, we answer all these questions affirmatively. In particular, we first show that the recent DQN algorithm, which combines Q-learning with a deep neural network, suffers from substantial overestimations in some games in the Atari 2600 domain. We then show that the idea behind the Double Q-learning algorithm, which was introduced in a tabular setting, can be generalized to work with large-scale function approximation. We propose a specific adaptation to the DQN algorithm and show that the resulting algorithm not only reduces the observed overestimations, as hypothesized, but that this also leads to much better performance on several games.

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost estimates, and revenue predictions all benefit from being able to quantify the range of possible values accurately. As such, many models have been developed for this problem over many years of research in statistics, machine learning, and related fields. Rather than proposing yet another (new) algorithm for quantile regression we adopt a meta viewpoint: we investigate methods for aggregating any number of conditional quantile models, in order to improve accuracy and robustness. We consider weighted ensembles where weights may vary over not only individual models, but also over quantile levels, and feature values. All of the models we consider in this paper can be fit using modern deep learning toolkits, and hence are widely accessible (from an implementation point of view) and scalable. To improve the accuracy of the predicted quantiles (or equivalently, prediction intervals), we develop tools for ensuring that quantiles remain monotonically ordered, and apply conformal calibration methods. These can be used without any modification of the original library of base models. We also review some basic theory surrounding quantile aggregation and related scoring rules, and contribute a few new results to this literature (for example, the fact that post sorting or post isotonic regression can only improve the weighted interval score). Finally, we provide an extensive suite of empirical comparisons across 34 data sets from two different benchmark repositories.

Reinforcement learning from human feedback (RLHF) has become a key method for aligning large language models (LLMs) with human preferences through the use of reward models. However, traditional reward models typically generate point estimates, which oversimplify the diversity and complexity of human values and preferences. In this paper, we introduce Quantile Reward Models (QRMs), a novel approach to reward modeling that learns a distribution over rewards instead of a single scalar value. Our method uses quantile regression to estimate a full, potentially multimodal distribution over preferences, providing a more powerful and nuanced representation of preferences. This distributional approach can better capture the diversity of human values, addresses label noise, and accommodates conflicting preferences by modeling them as distinct modes in the distribution. Our experimental results show that QRM outperforms comparable traditional point-estimate models on RewardBench. Furthermore, we demonstrate that the additional information provided by the distributional estimates can be utilized in downstream applications, such as risk-aware reinforcement learning, resulting in LLM policies that generate fewer extremely negative responses. Our code and model are released at https://github.com/Nicolinho/QRM.

One approach to reducing the massive costs of large language models (LLMs) is the use of quantized or sparse representations for training or deployment. While post-training compression methods are very popular, the question of obtaining even more accurate compressed models by directly training over such representations, i.e., Quantization-Aware Training (QAT), is still open: for example, a recent study (arXiv:2411.04330v2) put the "optimal" bit-width at which models can be trained using QAT, while staying accuracy-competitive with standard FP16/BF16 precision, at 8-bits weights and activations. We advance this state-of-the-art via a new method called QuEST, which is Pareto-competitive with FP16, i.e., it provides better accuracy at lower model size, while training models with weights and activations in 4-bits or less. Moreover, QuEST allows stable training with 1-bit weights and activations. QuEST achieves this by improving two key aspects of QAT methods: (1) accurate and fast quantization of the (continuous) distributions of weights and activations via Hadamard normalization and MSE-optimal fitting; (2) a new trust gradient estimator based on the idea of explicitly minimizing the error between the noisy gradient computed over quantized states and the "true" (but unknown) full-precision gradient. Experiments on Llama-type architectures show that QuEST induces stable scaling laws across the entire range of hardware-supported precisions, and can be extended to sparse representations. We provide GPU kernel support showing that models produced by QuEST can be executed efficiently. Our code is available at https://github.com/IST-DASLab/QuEST.

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in the target domain. Most existing methods require estimating the unknown likelihood ratio function, which can be prohibitive for high-dimensional data such as images. To address this challenge, we introduce the likelihood ratio regularized quantile regression (LR-QR) algorithm, which combines the pinball loss with a novel choice of regularization in order to construct a threshold function without directly estimating the unknown likelihood ratio. We show that the LR-QR method has coverage at the desired level in the target domain, up to a small error term that we can control. Our proofs draw on a novel analysis of coverage via stability bounds from learning theory. Our experiments demonstrate that the LR-QR algorithm outperforms existing methods on high-dimensional prediction tasks, including a regression task for the Communities and Crime dataset, an image classification task from the WILDS repository, and an LLM question-answering task on the MMLU benchmark.

The vast majority of Reinforcement Learning methods is largely impacted by the computation effort and data requirements needed to obtain effective estimates of action-value functions, which in turn determine the quality of the overall performance and the sample-efficiency of the learning procedure. Typically, action-value functions are estimated through an iterative scheme that alternates the application of an empirical approximation of the Bellman operator and a subsequent projection step onto a considered function space. It has been observed that this scheme can be potentially generalized to carry out multiple iterations of the Bellman operator at once, benefiting the underlying learning algorithm. However, till now, it has been challenging to effectively implement this idea, especially in high-dimensional problems. In this paper, we introduce iterated Q-Network (i-QN), a novel principled approach that enables multiple consecutive Bellman updates by learning a tailored sequence of action-value functions where each serves as the target for the next. We show that i-QN is theoretically grounded and that it can be seamlessly used in value-based and actor-critic methods. We empirically demonstrate the advantages of i-QN in Atari 2600 games and MuJoCo continuous control problems.

Q-shaping is an extension of Q-value initialization and serves as an alternative to reward shaping for incorporating domain knowledge to accelerate agent training, thereby improving sample efficiency by directly shaping Q-values. This approach is both general and robust across diverse tasks, allowing for immediate impact assessment while guaranteeing optimality. We evaluated Q-shaping across 20 different environments using a large language model (LLM) as the heuristic provider. The results demonstrate that Q-shaping significantly enhances sample efficiency, achieving a 16.87\% improvement over the best baseline in each environment and a 253.80\% improvement compared to LLM-based reward shaping methods. These findings establish Q-shaping as a superior and unbiased alternative to conventional reward shaping in reinforcement learning.

We propose a multicountry quantile factor augmeneted vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence of quantile factors allows for summarizing these two heterogeneities in a parsimonious way. We develop two algorithms for posterior inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for the euro area, we establish the good empirical properties of the QFAVAR as a tool for assessing the effects of global shocks on country-level macroeconomic risks. In particular, QFAVAR short-run tail forecasts are more accurate compared to a FAVAR with symmetric Gaussian errors, as well as univariate quantile autoregressions that ignore comovements among quantiles of macroeconomic variables. We also illustrate how quantile impulse response functions and quantile connectedness measures, resulting from the new model, can be used to implement joint risk scenario analysis.

We present a methodology to price options and portfolios of options on a gate-based quantum computer using amplitude estimation, an algorithm which provides a quadratic speedup compared to classical Monte Carlo methods. The options that we cover include vanilla options, multi-asset options and path-dependent options such as barrier options. We put an emphasis on the implementation of the quantum circuits required to build the input states and operators needed by amplitude estimation to price the different option types. Additionally, we show simulation results to highlight how the circuits that we implement price the different option contracts. Finally, we examine the performance of option pricing circuits on quantum hardware using the IBM Q Tokyo quantum device. We employ a simple, yet effective, error mitigation scheme that allows us to significantly reduce the errors arising from noisy two-qubit gates.

In this work, we build on recent advances in distributional reinforcement learning to give a generally applicable, flexible, and state-of-the-art distributional variant of DQN. We achieve this by using quantile regression to approximate the full quantile function for the state-action return distribution. By reparameterizing a distribution over the sample space, this yields an implicitly defined return distribution and gives rise to a large class of risk-sensitive policies. We demonstrate improved performance on the 57 Atari 2600 games in the ALE, and use our algorithm's implicitly defined distributions to study the effects of risk-sensitive policies in Atari games.

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We first show that the marginal coverage guarantee of conformal prediction holds on imputed data for any missingness distribution and almost all imputation functions. However, we emphasize that the average coverage varies depending on the pattern of missing values: conformal methods tend to construct prediction intervals that under-cover the response conditionally to some missing patterns. This motivates our novel generalized conformalized quantile regression framework, missing data augmentation, which yields prediction intervals that are valid conditionally to the patterns of missing values, despite their exponential number. We then show that a universally consistent quantile regression algorithm trained on the imputed data is Bayes optimal for the pinball risk, thus achieving valid coverage conditionally to any given data point. Moreover, we examine the case of a linear model, which demonstrates the importance of our proposal in overcoming the heteroskedasticity induced by missing values. Using synthetic and data from critical care, we corroborate our theory and report improved performance of our methods.

Even though large language models are becoming increasingly capable, it is still unreasonable to expect them to excel at tasks that are under-represented on the Internet. Leveraging LLMs for specialized applications, particularly in niche programming languages and private domains, remains challenging and largely unsolved. In this work, we address this gap by presenting a comprehensive, open-source approach for adapting LLMs to the Q programming language, a popular tool in quantitative finance that is much less present on the Internet compared to Python, C, Java, and other ``mainstream" languages and is therefore not a strong suit of general-purpose AI models. We introduce a new Leetcode style evaluation dataset for Q, benchmark major frontier models on the dataset, then do pretraining, supervised fine tuning, and reinforcement learning to train a suite of reasoning and non-reasoning models based on the Qwen-2.5 series, spanning five parameter sizes (1.5B, 3B, 7B, 14B, 32B). Our best model achieves a pass@1 accuracy of 59 percent on our Q benchmark, surpassing the best-performing frontier model, Claude Opus-4 by 29.5 percent. Additionally, all models, even our 1.5B model, outperform GPT-4.1 on this task. In addition to releasing models, code, and data, we provide a detailed blueprint for dataset construction, model pretraining, supervised fine-tuning, and reinforcement learning. Our methodology is broadly applicable, and we discuss how these techniques can be extended to other tasks, including those where evaluation may rely on soft or subjective signals.

Various data augmentation techniques have been recently proposed in image-based deep reinforcement learning (DRL). Although they empirically demonstrate the effectiveness of data augmentation for improving sample efficiency or generalization, which technique should be preferred is not always clear. To tackle this question, we analyze existing methods to better understand them and to uncover how they are connected. Notably, by expressing the variance of the Q-targets and that of the empirical actor/critic losses of these methods, we can analyze the effects of their different components and compare them. We furthermore formulate an explanation about how these methods may be affected by choosing different data augmentation transformations in calculating the target Q-values. This analysis suggests recommendations on how to exploit data augmentation in a more principled way. In addition, we include a regularization term called tangent prop, previously proposed in computer vision, but whose adaptation to DRL is novel to the best of our knowledge. We evaluate our proposition and validate our analysis in several domains. Compared to different relevant baselines, we demonstrate that it achieves state-of-the-art performance in most environments and shows higher sample efficiency and better generalization ability in some complex environments.

Recent Reinforcement Learning (RL) algorithms making use of Kullback-Leibler (KL) regularization as a core component have shown outstanding performance. Yet, only little is understood theoretically about why KL regularization helps, so far. We study KL regularization within an approximate value iteration scheme and show that it implicitly averages q-values. Leveraging this insight, we provide a very strong performance bound, the very first to combine two desirable aspects: a linear dependency to the horizon (instead of quadratic) and an error propagation term involving an averaging effect of the estimation errors (instead of an accumulation effect). We also study the more general case of an additional entropy regularizer. The resulting abstract scheme encompasses many existing RL algorithms. Some of our assumptions do not hold with neural networks, so we complement this theoretical analysis with an extensive empirical study.

We present the first deep learning model to successfully learn control policies directly from high-dimensional sensory input using reinforcement learning. The model is a convolutional neural network, trained with a variant of Q-learning, whose input is raw pixels and whose output is a value function estimating future rewards. We apply our method to seven Atari 2600 games from the Arcade Learning Environment, with no adjustment of the architecture or learning algorithm. We find that it outperforms all previous approaches on six of the games and surpasses a human expert on three of them.

Large Language Models (LLMs) have demonstrated impressive capability in many nature language tasks. However, the auto-regressive generation process makes LLMs prone to produce errors, hallucinations and inconsistent statements when performing multi-step reasoning. In this paper, we aim to alleviate the pathology by introducing Q*, a general, versatile and agile framework for guiding LLMs decoding process with deliberative planning. By learning a plug-and-play Q-value model as heuristic function, our Q* can effectively guide LLMs to select the most promising next step without fine-tuning LLMs for each task, which avoids the significant computational overhead and potential risk of performance degeneration on other tasks. Extensive experiments on GSM8K, MATH and MBPP confirm the superiority of our method.

Reinforcement learning (RL) for continuous control often requires large amounts of online interaction data. Value-based RL methods can mitigate this burden by offering relatively high sample efficiency. Some studies further enhance sample efficiency by incorporating offline demonstration data to "kick-start" training, achieving promising results in continuous control. However, they typically compute the Q-function independently for each action dimension, neglecting interdependencies and making it harder to identify optimal actions when learning from suboptimal data, such as non-expert demonstration and online-collected data during the training process. To address these issues, we propose Auto-Regressive Soft Q-learning (ARSQ), a value-based RL algorithm that models Q-values in a coarse-to-fine, auto-regressive manner. First, ARSQ decomposes the continuous action space into discrete spaces in a coarse-to-fine hierarchy, enhancing sample efficiency for fine-grained continuous control tasks. Next, it auto-regressively predicts dimensional action advantages within each decision step, enabling more effective decision-making in continuous control tasks. We evaluate ARSQ on two continuous control benchmarks, RLBench and D4RL, integrating demonstration data into online training. On D4RL, which includes non-expert demonstrations, ARSQ achieves an average 1.62times performance improvement over SOTA value-based baseline. On RLBench, which incorporates expert demonstrations, ARSQ surpasses various baselines, demonstrating its effectiveness in learning from suboptimal online-collected data. Project page is at https://sites.google.com/view/ar-soft-q

In this work, we derive sharp non-asymptotic deviation bounds for weighted sums of Dirichlet random variables. These bounds are based on a novel integral representation of the density of a weighted Dirichlet sum. This representation allows us to obtain a Gaussian-like approximation for the sum distribution using geometry and complex analysis methods. Our results generalize similar bounds for the Beta distribution obtained in the seminal paper Alfers and Dinges [1984]. Additionally, our results can be considered a sharp non-asymptotic version of the inverse of Sanov's theorem studied by Ganesh and O'Connell [1999] in the Bayesian setting. Based on these results, we derive new deviation bounds for the Dirichlet process posterior means with application to Bayesian bootstrap. Finally, we apply our estimates to the analysis of the Multinomial Thompson Sampling (TS) algorithm in multi-armed bandits and significantly sharpen the existing regret bounds by making them independent of the size of the arms distribution support.

Process Reward Modeling (PRM) is critical for complex reasoning and decision-making tasks where the accuracy of intermediate steps significantly influences the overall outcome. Existing PRM approaches, primarily framed as classification problems, employ cross-entropy loss to independently evaluate each step's correctness. This method can lead to suboptimal reward distribution and does not adequately address the interdependencies among steps. To address these limitations, we introduce the Process Q-value Model (PQM), a novel framework that redefines PRM in the context of a Markov Decision Process. PQM optimizes Q-value rankings based on a novel comparative loss function, enhancing the model's ability to capture the intricate dynamics among sequential decisions. This approach provides a more granular and theoretically grounded methodology for process rewards. Our extensive empirical evaluations across various sampling policies, language model backbones, and multi-step reasoning benchmarks show that PQM outperforms classification-based PRMs. The effectiveness of the comparative loss function is highlighted in our comprehensive ablation studies, confirming PQM's practical efficacy and theoretical advantage.

Uncertainty quantification (UQ) is vital for trustworthy deep learning, yet existing methods are either computationally intensive, such as Bayesian or ensemble methods, or provide only partial, task-specific estimates, such as single-forward-pass techniques. In this paper, we propose a post-hoc single-forward-pass framework that jointly captures aleatoric and epistemic uncertainty without modifying or retraining pretrained models. Our method applies Split-Point Analysis (SPA) to decompose predictive residuals into upper and lower subsets, computing Mean Absolute Residuals (MARs) on each side. We prove that, under ideal conditions, the total MAR equals the harmonic mean of subset MARs; deviations define a novel Self-consistency Discrepancy Score (SDS) for fine-grained epistemic estimation across regression and classification. For regression, side-specific quantile regression yields prediction intervals with improved empirical coverage, which are further calibrated via SDS. For classification, when calibration data are available, we apply SPA-based calibration identities to adjust the softmax outputs and then compute predictive entropy on these calibrated probabilities. Extensive experiments on diverse regression and classification benchmarks demonstrate that our framework matches or exceeds several state-of-the-art UQ methods while incurring minimal overhead. Our source code is available at https://github.com/zzz0527/SPC-UQ.

This work studies the estimation of many statistical quantiles under differential privacy. More precisely, given a distribution and access to i.i.d. samples from it, we study the estimation of the inverse of its cumulative distribution function (the quantile function) at specific points. For instance, this task is of key importance in private data generation. We present two different approaches. The first one consists in privately estimating the empirical quantiles of the samples and using this result as an estimator of the quantiles of the distribution. In particular, we study the statistical properties of the recently published algorithm introduced by Kaplan et al. 2022 that privately estimates the quantiles recursively. The second approach is to use techniques of density estimation in order to uniformly estimate the quantile function on an interval. In particular, we show that there is a tradeoff between the two methods. When we want to estimate many quantiles, it is better to estimate the density rather than estimating the quantile function at specific points.

This article introduces Regression Discontinuity Design (RDD) with Distribution-Valued Outcomes (R3D), extending the standard RDD framework to settings where the outcome is a distribution rather than a scalar. Such settings arise when treatment is assigned at a higher level of aggregation than the outcome-for example, when a subsidy is allocated based on a firm-level revenue cutoff while the outcome of interest is the distribution of employee wages within the firm. Since standard RDD methods cannot accommodate such two-level randomness, I propose a novel approach based on random distributions. The target estimand is a "local average quantile treatment effect", which averages across random quantiles. To estimate this target, I introduce two related approaches: one that extends local polynomial regression to random quantiles and another based on local Fr\'echet regression, a form of functional regression. For both estimators, I establish asymptotic normality and develop uniform, debiased confidence bands together with a data-driven bandwidth selection procedure. Simulations validate these theoretical properties and show existing methods to be biased and inconsistent in this setting. I then apply the proposed methods to study the effects of gubernatorial party control on within-state income distributions in the US, using a close-election design. The results suggest a classic equality-efficiency tradeoff under Democratic governorship, driven by reductions in income at the top of the distribution.

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over K episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in some known features, that is, a linear function approximation exists. The best existing regret upper bound for this setting (Luo et al., 2021) is of order mathcal O(K^{2/3}) (omitting all other dependencies), given access to a simulator. This paper provides two algorithms that improve the regret to mathcal O(sqrt K) in the same setting. Our first algorithm makes use of a refined analysis of the Follow-the-Regularized-Leader (FTRL) algorithm with the log-barrier regularizer. This analysis allows the loss estimators to be arbitrarily negative and might be of independent interest. Our second algorithm develops a magnitude-reduced loss estimator, further removing the polynomial dependency on the number of actions in the first algorithm and leading to the optimal regret bound (up to logarithmic terms and dependency on the horizon). Moreover, we also extend the first algorithm to simulator-free linear MDPs, which achieves mathcal O(K^{8/9}) regret and greatly improves over the best existing bound mathcal O(K^{14/15}). This algorithm relies on a better alternative to the Matrix Geometric Resampling procedure by Neu & Olkhovskaya (2020), which could again be of independent interest.

Recently, supervised learning (SL) methodology has emerged as an effective approach for offline reinforcement learning (RL) due to their simplicity, stability, and efficiency. However, recent studies show that SL methods lack the trajectory stitching capability, typically associated with temporal difference (TD)-based approaches. A question naturally surfaces: How can we endow SL methods with stitching capability and bridge its performance gap with TD learning? To answer this question, we introduce Q-conditioned maximization supervised learning for offline goal-conditioned RL, which enhances SL with the stitching capability through Q-conditioned policy and Q-conditioned maximization. Concretely, we propose Goal-Conditioned Reinforced Supervised Learning (GCReinSL), which consists of (1) estimating the Q-function by CVAE from the offline dataset and (2) finding the maximum Q-value within the data support by integrating Q-function maximization with Expectile Regression. In inference time, our policy chooses optimal actions based on such a maximum Q-value. Experimental results from stitching evaluations on offline RL datasets demonstrate that our method outperforms prior SL approaches with stitching capabilities and goal data augmentation techniques.

Effective offline RL methods require properly handling out-of-distribution actions. Implicit Q-learning (IQL) addresses this by training a Q-function using only dataset actions through a modified Bellman backup. However, it is unclear which policy actually attains the values represented by this implicitly trained Q-function. In this paper, we reinterpret IQL as an actor-critic method by generalizing the critic objective and connecting it to a behavior-regularized implicit actor. This generalization shows how the induced actor balances reward maximization and divergence from the behavior policy, with the specific loss choice determining the nature of this tradeoff. Notably, this actor can exhibit complex and multimodal characteristics, suggesting issues with the conditional Gaussian actor fit with advantage weighted regression (AWR) used in prior methods. Instead, we propose using samples from a diffusion parameterized behavior policy and weights computed from the critic to then importance sampled our intended policy. We introduce Implicit Diffusion Q-learning (IDQL), combining our general IQL critic with the policy extraction method. IDQL maintains the ease of implementation of IQL while outperforming prior offline RL methods and demonstrating robustness to hyperparameters. Code is available at https://github.com/philippe-eecs/IDQL.

Aligning large language models with pointwise absolute rewards has so far required online, on-policy algorithms such as PPO and GRPO. In contrast, simpler methods that can leverage offline or off-policy data, such as DPO and REBEL, are limited to learning from preference pairs or relative signals. To bridge this gap, we introduce Quantile Reward Policy Optimization (QRPO), which learns from pointwise absolute rewards while preserving the simplicity and offline applicability of DPO-like methods. QRPO uses quantile rewards to enable regression to the closed-form solution of the KL-regularized RL objective. This reward yields an analytically tractable partition function, removing the need for relative signals to cancel this term. Moreover, QRPO scales with increased compute to estimate quantile rewards, opening a new dimension for pre-computation scaling. Empirically, QRPO consistently achieves top performance on chat and coding evaluations--reward model scores, AlpacaEval 2, and LeetCode--compared to DPO, REBEL, and SimPO across diverse datasets and 8B-scale models. Finally, we find that training with robust rewards instead of converting them to preferences induces less length bias.

We present a general convergent class of reinforcement learning algorithms that is founded on two distinct principles: (1) mapping value estimates to a different space using arbitrary functions from a broad class, and (2) linearly decomposing the reward signal into multiple channels. The first principle enables incorporating specific properties into the value estimator that can enhance learning. The second principle, on the other hand, allows for the value function to be represented as a composition of multiple utility functions. This can be leveraged for various purposes, e.g. dealing with highly varying reward scales, incorporating a priori knowledge about the sources of reward, and ensemble learning. Combining the two principles yields a general blueprint for instantiating convergent algorithms by orchestrating diverse mapping functions over multiple reward channels. This blueprint generalizes and subsumes algorithms such as Q-Learning, Log Q-Learning, and Q-Decomposition. In addition, our convergence proof for this general class relaxes certain required assumptions in some of these algorithms. Based on our theory, we discuss several interesting configurations as special cases. Finally, to illustrate the potential of the design space that our theory opens up, we instantiate a particular algorithm and evaluate its performance on the Atari suite.

Off-Policy Evaluation (OPE) aims to assess the effectiveness of counterfactual policies using only offline logged data and is often used to identify the top-k promising policies for deployment in online A/B tests. Existing evaluation metrics for OPE estimators primarily focus on the "accuracy" of OPE or that of downstream policy selection, neglecting risk-return tradeoff in the subsequent online policy deployment. To address this issue, we draw inspiration from portfolio evaluation in finance and develop a new metric, called SharpeRatio@k, which measures the risk-return tradeoff of policy portfolios formed by an OPE estimator under varying online evaluation budgets (k). We validate our metric in two example scenarios, demonstrating its ability to effectively distinguish between low-risk and high-risk estimators and to accurately identify the most efficient one. Efficiency of an estimator is characterized by its capability to form the most advantageous policy portfolios, maximizing returns while minimizing risks during online deployment, a nuance that existing metrics typically overlook. To facilitate a quick, accurate, and consistent evaluation of OPE via SharpeRatio@k, we have also integrated this metric into an open-source software, SCOPE-RL (https://github.com/hakuhodo-technologies/scope-rl). Employing SharpeRatio@k and SCOPE-RL, we conduct comprehensive benchmarking experiments on various estimators and RL tasks, focusing on their risk-return tradeoff. These experiments offer several interesting directions and suggestions for future OPE research.

Quantization is a proven effective method for compressing large language models. Although popular techniques like W8A8 and W4A16 effectively maintain model performance, they often fail to concurrently speed up the prefill and decoding stages of inference. W4A8 is a promising strategy to accelerate both of them while usually leads to a significant performance degradation. To address these issues, we present QQQ, a Quality Quattuor-bit Quantization method with 4-bit weights and 8-bit activations. QQQ employs adaptive smoothing and Hessian-based compensation, significantly enhancing the performance of quantized models without extensive training. Furthermore, we meticulously engineer W4A8 GEMM kernels to increase inference speed. Our specialized per-channel W4A8 GEMM and per-group W4A8 GEMM achieve impressive speed increases of 3.67times and 3.29 times over FP16 GEMM. Our extensive experiments show that QQQ achieves performance on par with existing state-of-the-art LLM quantization methods while significantly accelerating inference, achieving speed boosts up to 2.24 times, 2.10times, and 1.25times compared to FP16, W8A8, and W4A16, respectively.

In the post-pandemic world, manufacturing enterprises face increasing uncertainties, especially with vulnerabilities in global supply chains. Although supply chain management has been extensively studied, the critical influence of decision-makers (DMs) in these systems remains underexplored. This study studies the inventory management problem under risk using the newsvendor model by incorporating DMs risk preferences. By employing the Quantum Monte Carlo (QMC) combined with Quantum Amplitude Estimation (QAE) algorithm, the estimation of probabilities or expectation values can be done more efficiently. This offers near-quadratic speedup compared to classical Monte Carlo methods. Our findings illuminate the intricate relationship between risk-aware decision-making and inventory management, providing essential insights for enhancing supply chain resilience and adaptability in uncertain conditions

Quality Estimation (QE) is estimating the quality of model output when the ground truth reference is not available. Looking at model uncertainty from its own output probabilities is the most trivial and low-effort way to estimate the output quality. However, for generative model, output probabilities might not be the best quality estimator. At an output step, there can be multiple correct options, making the probability distribution spread out more. Thus, lower token probability does not necessarily mean lower output quality. In other words, the model can be considered underconfident. In this paper, we propose a QE approach called Dominant Mass Probability (DMP}, that boosts the model confidence in cases where there are multiple viable output options. We show that, with no increase in complexity, DMP is notably better than sequence probability when estimating the quality of different models (Whisper, Llama, etc.) on different tasks (translation, summarization, etc.). Compared to sequence probability, DMP achieves on average +0.208 improvement in Pearson correlation to ground-truth quality.

Straight-through estimator (STE), which enables the gradient flow over the non-differentiable function via approximation, has been favored in studies related to quantization-aware training (QAT). However, STE incurs unstable convergence during QAT, resulting in notable quality degradation in low precision. Recently, pseudoquantization training has been proposed as an alternative approach to updating the learnable parameters using the pseudo-quantization noise instead of STE. In this study, we propose a novel noise proxy-based integrated pseudoquantization (NIPQ) that enables unified support of pseudoquantization for both activation and weight by integrating the idea of truncation on the pseudo-quantization framework. NIPQ updates all of the quantization parameters (e.g., bit-width and truncation boundary) as well as the network parameters via gradient descent without STE instability. According to our extensive experiments, NIPQ outperforms existing quantization algorithms in various vision and language applications by a large margin.

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment effect (CATE) when unobserved confounders have a bounded effect on the odds ratio of treatment selection. Our approach is scalable and allows flexible use of model classes in estimation, including nonparametric and black-box machine learning methods. Based on these bounds for the CATE, we propose a sensitivity analysis for the average treatment effect (ATE). Our semi-parametric estimator extends/bounds the augmented inverse propensity weighted (AIPW) estimator for the ATE under bounded unobserved confounding. By constructing a Neyman orthogonal score, our estimator of the bound for the ATE is a regular root-n estimator so long as the nuisance parameters are estimated at the o_p(n^{-1/4}) rate. We complement our methodology with optimality results showing that our proposed bounds are tight in certain cases. We demonstrate our method on simulated and real data examples, and show accurate coverage of our confidence intervals in practical finite sample regimes with rich covariate information.

Accurately predicting watch time is crucial for optimizing recommendations and user experience in short video platforms. However, existing methods that estimate a single average watch time often fail to capture the inherent uncertainty in user engagement patterns. In this paper, we propose Conditional Quantile Estimation (CQE) to model the entire conditional distribution of watch time. Using quantile regression, CQE characterizes the complex watch-time distribution for each user-video pair, providing a flexible and comprehensive approach to understanding user behavior. We further design multiple strategies to combine the quantile estimates, adapting to different recommendation scenarios and user preferences. Extensive offline experiments and online A/B tests demonstrate the superiority of CQE in watch-time prediction and user engagement modeling. Specifically, deploying CQE online on a large-scale platform with hundreds of millions of daily active users has led to substantial gains in key evaluation metrics, including active days, engagement time, and video views. These results highlight the practical impact of our proposed approach in enhancing the user experience and overall performance of the short video recommendation system. The code will be released https://github.com/justopit/CQE.

Quality Estimation (QE) models evaluate the quality of machine translations without reference translations, serving as the reward models for the translation task. Due to the data scarcity, synthetic data generation has emerged as a promising solution. However, synthetic QE data often suffers from distribution shift, which can manifest as discrepancies between pseudo and real translations, or in pseudo labels that do not align with human preferences. To tackle this issue, we introduce DCSQE, a novel framework for alleviating distribution shift in synthetic QE data. To reduce the difference between pseudo and real translations, we employ the constrained beam search algorithm and enhance translation diversity through the use of distinct generation models. DCSQE uses references, i.e., translation supervision signals, to guide both the generation and annotation processes, enhancing the quality of token-level labels. DCSQE further identifies the shortest phrase covering consecutive error tokens, mimicking human annotation behavior, to assign the final phrase-level labels. Specially, we underscore that the translation model can not annotate translations of itself accurately. Extensive experiments demonstrate that DCSQE outperforms SOTA baselines like CometKiwi in both supervised and unsupervised settings. Further analysis offers insights into synthetic data generation that could benefit reward models for other tasks. The code is available at https://github.com/NJUNLP/njuqe.

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the sequential predictive conformal inference (SPCI). We specifically account for the nature that time series data are non-exchangeable, and thus many existing conformal prediction algorithms are not applicable. The main idea is to adaptively re-estimate the conditional quantile of non-conformity scores (e.g., prediction residuals), upon exploiting the temporal dependence among them. More precisely, we cast the problem of conformal prediction interval as predicting the quantile of a future residual, given a user-specified point prediction algorithm. Theoretically, we establish asymptotic valid conditional coverage upon extending consistency analyses in quantile regression. Using simulation and real-data experiments, we demonstrate a significant reduction in interval width of SPCI compared to other existing methods under the desired empirical coverage.

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product between a divergence function and the posterior. Current methods such as Deep Ensembles or MC dropout underperform at estimating the epistemic uncertainty, since they primarily consider the posterior when sampling models. We suggest Quantification of Uncertainty with Adversarial Models (QUAM) to better estimate the epistemic uncertainty. QUAM identifies regions where the whole product under the integral is large, not just the posterior. Consequently, QUAM has lower approximation error of the epistemic uncertainty compared to previous methods. Models for which the product is large correspond to adversarial models (not adversarial examples!). Adversarial models have both a high posterior as well as a high divergence between their predictions and that of a reference model. Our experiments show that QUAM excels in capturing epistemic uncertainty for deep learning models and outperforms previous methods on challenging tasks in the vision domain.

Constructing prediction sets with coverage guarantees for unobserved outcomes is a core problem in modern statistics. Methods for predictive inference have been developed for a wide range of settings, but usually only consider test data points one at a time. Here we study the problem of distribution-free predictive inference for a batch of multiple test points, aiming to construct prediction sets for functions -- such as the mean or median -- of any number of unobserved test datapoints. This setting includes constructing simultaneous prediction sets with a high probability of coverage, and selecting datapoints satisfying a specified condition while controlling the number of false claims. For the general task of predictive inference on a function of a batch of test points, we introduce a methodology called batch predictive inference (batch PI), and provide a distribution-free coverage guarantee under exchangeability of the calibration and test data. Batch PI requires the quantiles of a rank ordering function defined on certain subsets of ranks. While computing these quantiles is NP-hard in general, we show that it can be done efficiently in many cases of interest, most notably for batch score functions with a compositional structure -- which includes examples of interest such as the mean -- via a dynamic programming algorithm that we develop. Batch PI has advantages over naive approaches (such as partitioning the calibration data or directly extending conformal prediction) in many settings, as it can deliver informative prediction sets even using small calibration sample sizes. We illustrate that our procedures provide informative inference across the use cases mentioned above, through experiments on both simulated data and a drug-target interaction dataset.

Offline reinforcement learning (RL) has progressed with return-conditioned supervised learning (RCSL), but its lack of stitching ability remains a limitation. We introduce Q-Aided Conditional Supervised Learning (QCS), which effectively combines the stability of RCSL with the stitching capability of Q-functions. By analyzing Q-function over-generalization, which impairs stable stitching, QCS adaptively integrates Q-aid into RCSL's loss function based on trajectory return. Empirical results show that QCS significantly outperforms RCSL and value-based methods, consistently achieving or exceeding the maximum trajectory returns across diverse offline RL benchmarks.

In goal-reaching reinforcement learning (RL), the optimal value function has a particular geometry, called quasimetric structure. This paper introduces Quasimetric Reinforcement Learning (QRL), a new RL method that utilizes quasimetric models to learn optimal value functions. Distinct from prior approaches, the QRL objective is specifically designed for quasimetrics, and provides strong theoretical recovery guarantees. Empirically, we conduct thorough analyses on a discretized MountainCar environment, identifying properties of QRL and its advantages over alternatives. On offline and online goal-reaching benchmarks, QRL also demonstrates improved sample efficiency and performance, across both state-based and image-based observations.

We consider the task of evaluating policies of algorithmic resource allocation through randomized controlled trials (RCTs). Such policies are tasked with optimizing the utilization of limited intervention resources, with the goal of maximizing the benefits derived. Evaluation of such allocation policies through RCTs proves difficult, notwithstanding the scale of the trial, because the individuals' outcomes are inextricably interlinked through resource constraints controlling the policy decisions. Our key contribution is to present a new estimator leveraging our proposed novel concept, that involves retrospective reshuffling of participants across experimental arms at the end of an RCT. We identify conditions under which such reassignments are permissible and can be leveraged to construct counterfactual trials, whose outcomes can be accurately ascertained, for free. We prove theoretically that such an estimator is more accurate than common estimators based on sample means -- we show that it returns an unbiased estimate and simultaneously reduces variance. We demonstrate the value of our approach through empirical experiments on synthetic, semi-synthetic as well as real case study data and show improved estimation accuracy across the board.

In this paper, we introduce a conformal prediction method to construct prediction sets in a oneshot federated learning setting. More specifically, we define a quantile-of-quantiles estimator and prove that for any distribution, it is possible to output prediction sets with desired coverage in only one round of communication. To mitigate privacy issues, we also describe a locally differentially private version of our estimator. Finally, over a wide range of experiments, we show that our method returns prediction sets with coverage and length very similar to those obtained in a centralized setting. Overall, these results demonstrate that our method is particularly well-suited to perform conformal predictions in a one-shot federated learning setting.

Deep reinforcement learning (RL) algorithms are predominantly evaluated by comparing their relative performance on a large suite of tasks. Most published results on deep RL benchmarks compare point estimates of aggregate performance such as mean and median scores across tasks, ignoring the statistical uncertainty implied by the use of a finite number of training runs. Beginning with the Arcade Learning Environment (ALE), the shift towards computationally-demanding benchmarks has led to the practice of evaluating only a small number of runs per task, exacerbating the statistical uncertainty in point estimates. In this paper, we argue that reliable evaluation in the few run deep RL regime cannot ignore the uncertainty in results without running the risk of slowing down progress in the field. We illustrate this point using a case study on the Atari 100k benchmark, where we find substantial discrepancies between conclusions drawn from point estimates alone versus a more thorough statistical analysis. With the aim of increasing the field's confidence in reported results with a handful of runs, we advocate for reporting interval estimates of aggregate performance and propose performance profiles to account for the variability in results, as well as present more robust and efficient aggregate metrics, such as interquartile mean scores, to achieve small uncertainty in results. Using such statistical tools, we scrutinize performance evaluations of existing algorithms on other widely used RL benchmarks including the ALE, Procgen, and the DeepMind Control Suite, again revealing discrepancies in prior comparisons. Our findings call for a change in how we evaluate performance in deep RL, for which we present a more rigorous evaluation methodology, accompanied with an open-source library rliable, to prevent unreliable results from stagnating the field.

We propose training fitted Q-iteration with log-loss (FQI-LOG) for batch reinforcement learning (RL). We show that the number of samples needed to learn a near-optimal policy with FQI-LOG scales with the accumulated cost of the optimal policy, which is zero in problems where acting optimally achieves the goal and incurs no cost. In doing so, we provide a general framework for proving small-cost bounds, i.e. bounds that scale with the optimal achievable cost, in batch RL. Moreover, we empirically verify that FQI-LOG uses fewer samples than FQI trained with squared loss on problems where the optimal policy reliably achieves the goal.

Background and Objective: Radiation pneumonitis (RP) is a side effect of thoracic radiation therapy. Recently, Machine learning (ML) models enhanced with radiomic and dosiomic features provide better predictions by incorporating spatial information beyond DVHs. However, to improve the clinical decision process, we propose to use uncertainty quantification (UQ) to improve the confidence in model prediction. This study evaluates the impact of post hoc UQ methods on the discriminative performance and calibration of ML models for RP prediction. Methods: This study evaluated four ML models: logistic regression (LR), support vector machines (SVM), extreme gradient boosting (XGB), and random forest (RF), using radiomic, dosiomic, and dosimetric features to predict RP. We applied UQ methods, including Patt scaling, isotonic regression, Venn-ABERS predictor, and Conformal Prediction, to quantify uncertainty. Model performance was assessed through Area Under the Receiver Operating Characteristic curve (AUROC), Area Under the Precision-Recall Curve (AUPRC), and Adaptive Calibration Error (ACE) using Leave-One-Out Cross-Validation (LOO-CV). Results: UQ methods enhanced predictive performance, particularly for high-certainty predictions, while also improving calibration. Radiomic and dosiomic features increased model accuracy but introduced calibration challenges, especially for non-linear models like XGB and RF. Performance gains from UQ methods were most noticeable at higher certainty thresholds. Conclusion: Integrating UQ into ML models with radiomic and dosiomic features improves both predictive accuracy and calibration, supporting more reliable clinical decision-making. The findings emphasize the value of UQ methods in enhancing applicability of predictive models for RP in healthcare settings.

A recent line of works showed regret bounds in reinforcement learning (RL) can be (nearly) independent of planning horizon, a.k.a.~the horizon-free bounds. However, these regret bounds only apply to settings where a polynomial dependency on the size of transition model is allowed, such as tabular Markov Decision Process (MDP) and linear mixture MDP. We give the first horizon-free bound for the popular linear MDP setting where the size of the transition model can be exponentially large or even uncountable. In contrast to prior works which explicitly estimate the transition model and compute the inhomogeneous value functions at different time steps, we directly estimate the value functions and confidence sets. We obtain the horizon-free bound by: (1) maintaining multiple weighted least square estimators for the value functions; and (2) a structural lemma which shows the maximal total variation of the inhomogeneous value functions is bounded by a polynomial factor of the feature dimension.

We develop a method to generate predictive regions that cover a multivariate response variable with a user-specified probability. Our work is composed of two components. First, we use a deep generative model to learn a representation of the response that has a unimodal distribution. Existing multiple-output quantile regression approaches are effective in such cases, so we apply them on the learned representation, and then transform the solution to the original space of the response. This process results in a flexible and informative region that can have an arbitrary shape, a property that existing methods lack. Second, we propose an extension of conformal prediction to the multivariate response setting that modifies any method to return sets with a pre-specified coverage level. The desired coverage is theoretically guaranteed in the finite-sample case for any distribution. Experiments conducted on both real and synthetic data show that our method constructs regions that are significantly smaller compared to existing techniques.

While many real-world problems that might benefit from reinforcement learning, these problems rarely fit into the MDP mold: interacting with the environment is often expensive and specifying reward functions is challenging. Motivated by these challenges, prior work has developed data-driven approaches that learn entirely from samples from the transition dynamics and examples of high-return states. These methods typically learn a reward function from high-return states, use that reward function to label the transitions, and then apply an offline RL algorithm to these transitions. While these methods can achieve good results on many tasks, they can be complex, often requiring regularization and temporal difference updates. In this paper, we propose a method for offline, example-based control that learns an implicit model of multi-step transitions, rather than a reward function. We show that this implicit model can represent the Q-values for the example-based control problem. Across a range of state-based and image-based offline control tasks, our method outperforms baselines that use learned reward functions; additional experiments demonstrate improved robustness and scaling with dataset size.

Epidemiologists often wish to estimate quantities that are easy to communicate and correspond to the results of realistic public health scenarios. Methods from causal inference can answer these questions. We adopt the language of potential outcomes under Rubin's original Bayesian framework and show that the parametric g-formula is easily amenable to a Bayesian approach. We show that the frequentist properties of the Bayesian g-formula suggest it improves the accuracy of estimates of causal effects in small samples or when data may be sparse. We demonstrate our approach to estimate the effect of environmental tobacco smoke on body mass index z-scores among children aged 4-9 years who were enrolled in a longitudinal birth cohort in New York, USA. We give a general algorithm and supply SAS and Stan code that can be adopted to implement our computational approach in both time-fixed and longitudinal data.

The estimation of repeatedly nested expectations is a challenging task that arises in many real-world systems. However, existing methods generally suffer from high computational costs when the number of nestings becomes large. Fix any non-negative integer D for the total number of nestings. Standard Monte Carlo methods typically cost at least O(varepsilon^{-(2+D)}) and sometimes O(varepsilon^{-2(1+D)}) to obtain an estimator up to varepsilon-error. More advanced methods, such as multilevel Monte Carlo, currently only exist for D = 1. In this paper, we propose a novel Monte Carlo estimator called READ, which stands for "Recursive Estimator for Arbitrary Depth.'' Our estimator has an optimal computational cost of O(varepsilon^{-2}) for every fixed D under suitable assumptions, and a nearly optimal computational cost of O(varepsilon^{-2(1 + delta)}) for any 0 < delta < frac12 under much more general assumptions. Our estimator is also unbiased, which makes it easy to parallelize. The key ingredients in our construction are an observation of the problem's recursive structure and the recursive use of the randomized multilevel Monte Carlo method.

Automatically generated questions often suffer from problems such as unclear expression or factual inaccuracies, requiring a reliable and comprehensive evaluation of their quality. Human evaluation is frequently used in the field of question generation (QG) and is one of the most accurate evaluation methods. It also serves as the standard for automatic metrics. However, there is a lack of unified evaluation criteria, which hampers the development of both QG technologies and automatic evaluation methods. To address this, we propose QGEval, a multi-dimensional Evaluation benchmark for Question Generation, which evaluates both generated questions and existing automatic metrics across 7 dimensions: fluency, clarity, conciseness, relevance, consistency, answerability, and answer consistency. We demonstrate the appropriateness of these dimensions by examining their correlations and distinctions. Analysis with QGEval reveals that 1) most QG models perform unsatisfactorily in terms of answerability and answer consistency, and 2) existing metrics fail to align well with human assessments when evaluating generated questions across the 7 dimensions. We expect this work to foster the development of both QG technologies and automatic metrics for QG.

Recent advances in Natural Language Processing (NLP), and specifically automated Question Answering (QA) systems, have demonstrated both impressive linguistic fluency and a pernicious tendency to reflect social biases. In this study, we introduce Q-Pain, a dataset for assessing bias in medical QA in the context of pain management, one of the most challenging forms of clinical decision-making. Along with the dataset, we propose a new, rigorous framework, including a sample experimental design, to measure the potential biases present when making treatment decisions. We demonstrate its use by assessing two reference Question-Answering systems, GPT-2 and GPT-3, and find statistically significant differences in treatment between intersectional race-gender subgroups, thus reaffirming the risks posed by AI in medical settings, and the need for datasets like ours to ensure safety before medical AI applications are deployed.

This publication describes the motivation and generation of Q_{bias}, a large dataset of Google and Bing search queries, a scraping tool and dataset for biased news articles, as well as language models for the investigation of bias in online search. Web search engines are a major factor and trusted source in information search, especially in the political domain. However, biased information can influence opinion formation and lead to biased opinions. To interact with search engines, users formulate search queries and interact with search query suggestions provided by the search engines. A lack of datasets on search queries inhibits research on the subject. We use Q_{bias} to evaluate different approaches to fine-tuning transformer-based language models with the goal of producing models capable of biasing text with left and right political stance. Additionally to this work we provided datasets and language models for biasing texts that allow further research on bias in online information search.

In this work, we present a scalable reinforcement learning method for training multi-task policies from large offline datasets that can leverage both human demonstrations and autonomously collected data. Our method uses a Transformer to provide a scalable representation for Q-functions trained via offline temporal difference backups. We therefore refer to the method as Q-Transformer. By discretizing each action dimension and representing the Q-value of each action dimension as separate tokens, we can apply effective high-capacity sequence modeling techniques for Q-learning. We present several design decisions that enable good performance with offline RL training, and show that Q-Transformer outperforms prior offline RL algorithms and imitation learning techniques on a large diverse real-world robotic manipulation task suite. The project's website and videos can be found at https://q-transformer.github.io

We introduce, Q-Sparse, a simple yet effective approach to training sparsely-activated large language models (LLMs). Q-Sparse enables full sparsity of activations in LLMs which can bring significant efficiency gains in inference. This is achieved by applying top-K sparsification to the activations and the straight-through-estimator to the training. The key results from this work are, (1) Q-Sparse can achieve results comparable to those of baseline LLMs while being much more efficient at inference time; (2) We present an inference-optimal scaling law for sparsely-activated LLMs; (3) Q-Sparse is effective in different settings, including training-from-scratch, continue-training of off-the-shelf LLMs, and finetuning; (4) Q-Sparse works for both full-precision and 1-bit LLMs (e.g., BitNet b1.58). Particularly, the synergy of BitNet b1.58 and Q-Sparse (can be equipped with MoE) provides the cornerstone and a clear path to revolutionize the efficiency, including cost and energy consumption, of future LLMs.

Randomized ensembled double Q-learning (REDQ) (Chen et al., 2021b) has recently achieved state-of-the-art sample efficiency on continuous-action reinforcement learning benchmarks. This superior sample efficiency is made possible by using a large Q-function ensemble. However, REDQ is much less computationally efficient than non-ensemble counterparts such as Soft Actor-Critic (SAC) (Haarnoja et al., 2018a). To make REDQ more computationally efficient, we propose a method of improving computational efficiency called DroQ, which is a variant of REDQ that uses a small ensemble of dropout Q-functions. Our dropout Q-functions are simple Q-functions equipped with dropout connection and layer normalization. Despite its simplicity of implementation, our experimental results indicate that DroQ is doubly (sample and computationally) efficient. It achieved comparable sample efficiency with REDQ, much better computational efficiency than REDQ, and comparable computational efficiency with that of SAC.

Text-to-image diffusion models are computationally intensive, often requiring dozens of forward passes through large transformer backbones. For instance, Stable Diffusion XL generates high-quality images with 50 evaluations of a 2.6B-parameter model, an expensive process even for a single batch. Few-step diffusion models reduce this cost to 2-8 denoising steps but still depend on large, uncompressed U-Net or diffusion transformer backbones, which are often too costly for full-precision inference without datacenter GPUs. These requirements also limit existing post-training quantization methods that rely on full-precision calibration. We introduce Q-Sched, a new paradigm for post-training quantization that modifies the diffusion model scheduler rather than model weights. By adjusting the few-step sampling trajectory, Q-Sched achieves full-precision accuracy with a 4x reduction in model size. To learn quantization-aware pre-conditioning coefficients, we propose the JAQ loss, which combines text-image compatibility with an image quality metric for fine-grained optimization. JAQ is reference-free and requires only a handful of calibration prompts, avoiding full-precision inference during calibration. Q-Sched delivers substantial gains: a 15.5% FID improvement over the FP16 4-step Latent Consistency Model and a 16.6% improvement over the FP16 8-step Phased Consistency Model, showing that quantization and few-step distillation are complementary for high-fidelity generation. A large-scale user study with more than 80,000 annotations further confirms Q-Sched's effectiveness on both FLUX.1[schnell] and SDXL-Turbo.

As supervised fine-tuning (SFT) evolves from a lightweight post-training step into a compute-intensive phase rivaling mid-training in scale, data efficiency has become critical for aligning large language models (LLMs) under tight budgets. Existing data pruning methods suffer from a fragmented design: they operate either at the sample level or the token level in isolation, failing to jointly optimize both dimensions. This disconnect leads to significant inefficiencies--high-value samples may still contain redundant tokens, while token-level pruning often discards crucial instructional or corrective signals embedded in individual examples. To address this bottleneck, we introduce the Error-Uncertainty (EU) Plane, a diagnostic framework that jointly characterizes the heterogeneous utility of training data across samples and tokens. Guided by this insight, we propose Quadrant-based Tuning (Q-Tuning), a unified framework that strategically coordinates sample pruning and token pruning. Q-Tuning employs a two-stage strategy: first, it performs sample-level triage to retain examples rich in informative misconceptions or calibration signals; second, it applies an asymmetric token-pruning policy, using a context-aware scoring mechanism to trim less salient tokens exclusively from misconception samples while preserving calibration samples in their entirety. Our method sets a new state of the art across five diverse benchmarks. Remarkably, on SmolLM2-1.7B, Q-Tuning achieves a +38\% average improvement over the full-data SFT baseline using only 12.5\% of the original training data. As the first dynamic pruning approach to consistently outperform full-data training, Q-Tuning provides a practical and scalable blueprint for maximizing data utilization in budget-constrained LLM SFT.

Post-merger gravitational wave echoes provide a unique opportunity to probe the near-horizon structure of astrophysical black holes, that may be modified due to non-perturbative quantum gravity phenomena. However, since the waveform is subject to large theoretical uncertainties, it is necessary to develop model-agnostic search methods for detecting echoes from observational data. A promising strategy is to identify the characteristic quasinormal modes (QNMs) associated with echoes, {\it in frequency space}, which complements existing searches of quasiperiodic pulses in time. In this study, we build upon our previous work targeting these modes by incorporating relative phase information to optimize the Bayesian search algorithm. Using a new phase-marginalized likelihood, the performance can be significantly improved for well-resolved QNMs. This enables an efficient model-agnostic search for QNMs of different shapes by using a simple search template. To demonstrate the robustness of the search algorithm, we construct four complementary benchmarks for the echo waveform that span a diverse range of different theoretical possibilities for the near-horizon structure. We then validate our Bayesian search algorithms by injecting the benchmark models into different realizations of Gaussian noise. Using two types of phase-marginalized likelihoods, we find that the search algorithm can efficiently detect the corresponding QNMs. Therefore, our search strategy provides a concrete Bayesian and model-agnostic approach to "quantum black hole seismology".

Reinforcement Learning (RL) plays a crucial role in aligning large language models (LLMs) with human preferences and improving their ability to perform complex tasks. However, current approaches either require significant computational resources due to the use of multiple models and extensive online sampling for training (e.g., PPO) or are framed as bandit problems (e.g., DPO, DRO), which often struggle with multi-step reasoning tasks, such as math problem-solving and complex reasoning that involve long chains of thought. To overcome these limitations, we introduce Direct Q-function Optimization (DQO), which formulates the response generation process as a Markov Decision Process (MDP) and utilizes the soft actor-critic (SAC) framework to optimize a Q-function directly parameterized by the language model. The MDP formulation of DQO offers structural advantages over bandit-based methods, enabling more effective process supervision. Experimental results on two math problem-solving datasets, GSM8K and MATH, demonstrate that DQO outperforms previous methods, establishing it as a promising offline reinforcement learning approach for aligning language models.

Quality Estimation (QE) models for Neural Machine Translation (NMT) predict the quality of the hypothesis without having access to the reference. An emerging research direction in NMT involves the use of QE models, which have demonstrated high correlations with human judgment and can enhance translations through Quality-Aware Decoding. Although several approaches have been proposed based on sampling multiple candidate translations and picking the best candidate, none have integrated these models directly into the decoding process. In this paper, we address this by proposing a novel token-level QE model capable of reliably scoring partial translations. We build a uni-directional QE model for this, as decoder models are inherently trained and efficient on partial sequences. We then present a decoding strategy that integrates the QE model for Quality-Aware decoding and demonstrate that the translation quality improves when compared to the N-best list re-ranking with state-of-the-art QE models (up to 1.39 XCOMET-XXL uparrow). Finally, we show that our approach provides significant benefits in document translation tasks, where the quality of N-best lists is typically suboptimal. Code can be found at https://ai4lt.iar.kit.edu/english/projects\_kontextmt.php

Offline reinforcement learning (RL) methodologies enforce constraints on the policy to adhere closely to the behavior policy, thereby stabilizing value learning and mitigating the selection of out-of-distribution (OOD) actions during test time. Conventional approaches apply identical constraints for both value learning and test time inference. However, our findings indicate that the constraints suitable for value estimation may in fact be excessively restrictive for action selection during test time. To address this issue, we propose a Mildly Constrained Evaluation Policy (MCEP) for test time inference with a more constrained target policy for value estimation. Since the target policy has been adopted in various prior approaches, MCEP can be seamlessly integrated with them as a plug-in. We instantiate MCEP based on TD3-BC [Fujimoto and Gu, 2021] and AWAC [Nair et al., 2020] algorithms. The empirical results on MuJoCo locomotion tasks show that the MCEP significantly outperforms the target policy and achieves competitive results to state-of-the-art offline RL methods. The codes are open-sourced at https://github.com/egg-west/MCEP.git.

Recent works have shown a reduction from contextual bandits to online regression under a realizability assumption [Foster and Rakhlin, 2020, Foster and Krishnamurthy, 2021]. In this work, we investigate the use of neural networks for such online regression and associated Neural Contextual Bandits (NeuCBs). Using existing results for wide networks, one can readily show a {O}(T) regret for online regression with square loss, which via the reduction implies a {O}(K T^{3/4}) regret for NeuCBs. Departing from this standard approach, we first show a O(log T) regret for online regression with almost convex losses that satisfy QG (Quadratic Growth) condition, a generalization of the PL (Polyak-\L ojasiewicz) condition, and that have a unique minima. Although not directly applicable to wide networks since they do not have unique minima, we show that adding a suitable small random perturbation to the network predictions surprisingly makes the loss satisfy QG with unique minima. Based on such a perturbed prediction, we show a {O}(log T) regret for online regression with both squared loss and KL loss, and subsequently convert these respectively to mathcal{O}(KT) and mathcal{O}(KL^* + K) regret for NeuCB, where L^* is the loss of the best policy. Separately, we also show that existing regret bounds for NeuCBs are Omega(T) or assume i.i.d. contexts, unlike this work. Finally, our experimental results on various datasets demonstrate that our algorithms, especially the one based on KL loss, persistently outperform existing algorithms.

Recent advances in large language models (LLMs), such as OpenAI-o1 and DeepSeek-R1, have demonstrated the effectiveness of test-time scaling, where extended reasoning processes substantially enhance model performance. Despite this, current models are constrained by limitations in handling long texts and reinforcement learning (RL) training efficiency. To address these issues, we propose a simple yet effective test-time scaling approach Multi-round Thinking. This method iteratively refines model reasoning by leveraging previous answers as prompts for subsequent rounds. Extensive experiments across multiple models, including QwQ-32B and DeepSeek-R1, consistently show performance improvements on various benchmarks such as AIME 2024, MATH-500, GPQA-diamond, and LiveCodeBench. For instance, the accuracy of QwQ-32B improved from 80.3% (Round 1) to 82.1% (Round 2) on the AIME 2024 dataset, while DeepSeek-R1 showed a similar increase from 79.7% to 82.0%. These results confirm that Multi-round Thinking is a broadly applicable, straightforward approach to achieving stable enhancements in model performance, underscoring its potential for future developments in test-time scaling techniques. The key prompt: {Original question prompt} The assistant's previous answer is: <answer> {last round answer} </answer>, and please re-answer.

Recently, the study of linear misspecified bandits has generated intriguing implications of the hardness of learning in bandits and reinforcement learning (RL). In particular, Du et al. (2020) show that even if a learner is given linear features in R^d that approximate the rewards in a bandit or RL with a uniform error of varepsilon, searching for an O(varepsilon)-optimal action requires pulling at least Omega(exp(d)) queries. Furthermore, Lattimore et al. (2020) show that a degraded O(varepsilond)-optimal solution can be learned within poly(d/varepsilon) queries. Yet it is unknown whether a structural assumption on the ground-truth parameter, such as sparsity, could break the varepsilond barrier. In this paper, we address this question by showing that algorithms can obtain O(varepsilon)-optimal actions by querying O(varepsilon^{-s}d^s) actions, where s is the sparsity parameter, removing the exp(d)-dependence. We then establish information-theoretical lower bounds, i.e., Omega(exp(s)), to show that our upper bound on sample complexity is nearly tight if one demands an error O(s^{delta}varepsilon) for 0<delta<1. For deltageq 1, we further show that poly(s/varepsilon) queries are possible when the linear features are "good" and even in general settings. These results provide a nearly complete picture of how sparsity can help in misspecified bandit learning and provide a deeper understanding of when linear features are "useful" for bandit and reinforcement learning with misspecification.

Standard methods for detecting discontinuities in conditional means are not applicable to outcomes that are complex, non-Euclidean objects like distributions, networks, or covariance matrices. This article develops a nonparametric test for jumps in conditional means when outcomes lie in a non-Euclidean metric space. Using local Fr\'echet regressionx2014which generalizes standard regression to metric-space valued datax2014the method estimates a mean path on either side of a candidate cutoff, extending existing k-sample tests to a flexible regression setting. Key theoretical contributions include a central limit theorem for the local estimator of the conditional Fr\'echet variance and the asymptotic validity and consistency of the proposed test. Simulations confirm nominal size control and robust power in finite samples. Two applications demonstrate the method's value by revealing effects invisible to scalar-based tests. First, I detect a sharp change in work-from-home compositions at Washington State's income threshold for non-compete enforceability during COVID-19, highlighting remote work's role as a bargaining margin. Second, I find that countries restructure their input-output networks after losing preferential US trade access. These findings underscore that analyzing regression functions within their native metric spaces can reveal structural discontinuities that scalar summaries would miss.

We consider the general problem of recovering a high-dimensional signal from noisy quantized measurements. Quantization, especially coarse quantization such as 1-bit sign measurements, leads to severe information loss and thus a good prior knowledge of the unknown signal is helpful for accurate recovery. Motivated by the power of score-based generative models (SGM, also known as diffusion models) in capturing the rich structure of natural signals beyond simple sparsity, we propose an unsupervised data-driven approach called quantized compressed sensing with SGM (QCS-SGM), where the prior distribution is modeled by a pre-trained SGM. To perform posterior sampling, an annealed pseudo-likelihood score called noise perturbed pseudo-likelihood score is introduced and combined with the prior score of SGM. The proposed QCS-SGM applies to an arbitrary number of quantization bits. Experiments on a variety of baseline datasets demonstrate that the proposed QCS-SGM significantly outperforms existing state-of-the-art algorithms by a large margin for both in-distribution and out-of-distribution samples. Moreover, as a posterior sampling method, QCS-SGM can be easily used to obtain confidence intervals or uncertainty estimates of the reconstructed results. The code is available at https://github.com/mengxiangming/QCS-SGM.

Many state-of-the-art hyperparameter optimization (HPO) algorithms rely on model-based optimizers that learn surrogate models of the target function to guide the search. Gaussian processes are the de facto surrogate model due to their ability to capture uncertainty but they make strong assumptions about the observation noise, which might not be warranted in practice. In this work, we propose to leverage conformalized quantile regression which makes minimal assumptions about the observation noise and, as a result, models the target function in a more realistic and robust fashion which translates to quicker HPO convergence on empirical benchmarks. To apply our method in a multi-fidelity setting, we propose a simple, yet effective, technique that aggregates observed results across different resource levels and outperforms conventional methods across many empirical tasks.

We seek to understand fundamental tradeoffs between the accuracy of prior information that a learner has on a given problem and its learning performance. We introduce the notion of prioritized risk, which differs from traditional notions of minimax and Bayes risk by allowing us to study such fundamental tradeoffs in settings where reality does not necessarily conform to the learner's prior. We present a general reduction-based approach for extending classical minimax lower-bound techniques in order to lower bound the prioritized risk for statistical estimation problems. We also introduce a novel generalization of Fano's inequality (which may be of independent interest) for lower bounding the prioritized risk in more general settings involving unbounded losses. We illustrate the ability of our framework to provide insights into tradeoffs between prior information and learning performance for problems in estimation, regression, and reinforcement learning.

Suppose Alice trains an open-weight language model and Bob uses a blackbox derivative of Alice's model to produce text. Can Alice prove that Bob is using her model, either by querying Bob's derivative model (query setting) or from the text alone (observational setting)? We formulate this question as an independence testing problem--in which the null hypothesis is that Bob's model or text is independent of Alice's randomized training run--and investigate it through the lens of palimpsestic memorization in language models: models are more likely to memorize data seen later in training, so we can test whether Bob is using Alice's model using test statistics that capture correlation between Bob's model or text and the ordering of training examples in Alice's training run. If Alice has randomly shuffled her training data, then any significant correlation amounts to exactly quantifiable statistical evidence against the null hypothesis, regardless of the composition of Alice's training data. In the query setting, we directly estimate (via prompting) the likelihood Bob's model gives to Alice's training examples and order; we correlate the likelihoods of over 40 fine-tunes of various Pythia and OLMo base models ranging from 1B to 12B parameters with the base model's training data order, achieving a p-value on the order of at most 1e-8 in all but six cases. In the observational setting, we try two approaches based on estimating 1) the likelihood of Bob's text overlapping with spans of Alice's training examples and 2) the likelihood of Bob's text with respect to different versions of Alice's model we obtain by repeating the last phase (e.g., 1%) of her training run on reshuffled data. The second approach can reliably distinguish Bob's text from as little as a few hundred tokens; the first does not involve any retraining but requires many more tokens (several hundred thousand) to achieve high power.

We propose a structural default model for portfolio-wide valuation adjustments (xVAs) and represent it as a system of coupled backward stochastic differential equations. The framework is divided into four layers, each capturing a key component: (i) clean values, (ii) initial margin and Collateral Valuation Adjustment (ColVA), (iii) Credit/Debit Valuation Adjustments (CVA/DVA) together with Margin Valuation Adjustment (MVA), and (iv) Funding Valuation Adjustment (FVA). Because these layers depend on one another through collateral and default effects, a naive Monte Carlo approach would require deeply nested simulations, making the problem computationally intractable. To address this challenge, we use an iterative deep BSDE approach, handling each layer sequentially so that earlier outputs serve as inputs to the subsequent layers. Initial margin is computed via deep quantile regression to reflect margin requirements over the Margin Period of Risk. We also adopt a change-of-measure method that highlights rare but significant defaults of the bank or counterparty, ensuring that these events are accurately captured in the training process. We further extend Han and Long's (2020) a posteriori error analysis to BSDEs on bounded domains. Due to the random exit from the domain, we obtain an order of convergence of O(h^{1/4-epsilon}) rather than the usual O(h^{1/2}). Numerical experiments illustrate that this method drastically reduces computational demands and successfully scales to high-dimensional, non-symmetric portfolios. The results confirm its effectiveness and accuracy, offering a practical alternative to nested Monte Carlo simulations in multi-counterparty xVA analyses.

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al., 2015) from both algorithmic and statistical perspectives. In specific, we focus on a slight simplification of DQN that fully captures its key features. Under mild assumptions, we establish the algorithmic and statistical rates of convergence for the action-value functions of the iterative policy sequence obtained by DQN. In particular, the statistical error characterizes the bias and variance that arise from approximating the action-value function using deep neural network, while the algorithmic error converges to zero at a geometric rate. As a byproduct, our analysis provides justifications for the techniques of experience replay and target network, which are crucial to the empirical success of DQN. Furthermore, as a simple extension of DQN, we propose the Minimax-DQN algorithm for zero-sum Markov game with two players. Borrowing the analysis of DQN, we also quantify the difference between the policies obtained by Minimax-DQN and the Nash equilibrium of the Markov game in terms of both the algorithmic and statistical rates of convergence.

In this paper, we study risk-sensitive Reinforcement Learning (RL), focusing on the objective of Conditional Value at Risk (CVaR) with risk tolerance tau. Starting with multi-arm bandits (MABs), we show the minimax CVaR regret rate is Omega(tau^{-1AK}), where A is the number of actions and K is the number of episodes, and that it is achieved by an Upper Confidence Bound algorithm with a novel Bernstein bonus. For online RL in tabular Markov Decision Processes (MDPs), we show a minimax regret lower bound of Omega(tau^{-1SAK}) (with normalized cumulative rewards), where S is the number of states, and we propose a novel bonus-driven Value Iteration procedure. We show that our algorithm achieves the optimal regret of widetilde O(tau^{-1SAK}) under a continuity assumption and in general attains a near-optimal regret of widetilde O(tau^{-1}SAK), which is minimax-optimal for constant tau. This improves on the best available bounds. By discretizing rewards appropriately, our algorithms are computationally efficient.

We propose a fully data-driven approach to designing mutual information (MI) estimators. Since any MI estimator is a function of the observed sample from two random variables, we parameterize this function with a neural network (MIST) and train it end-to-end to predict MI values. Training is performed on a large meta-dataset of 625,000 synthetic joint distributions with known ground-truth MI. To handle variable sample sizes and dimensions, we employ a two-dimensional attention scheme ensuring permutation invariance across input samples. To quantify uncertainty, we optimize a quantile regression loss, enabling the estimator to approximate the sampling distribution of MI rather than return a single point estimate. This research program departs from prior work by taking a fully empirical route, trading universal theoretical guarantees for flexibility and efficiency. Empirically, the learned estimators largely outperform classical baselines across sample sizes and dimensions, including on joint distributions unseen during training. The resulting quantile-based intervals are well-calibrated and more reliable than bootstrap-based confidence intervals, while inference is orders of magnitude faster than existing neural baselines. Beyond immediate empirical gains, this framework yields trainable, fully differentiable estimators that can be embedded into larger learning pipelines. Moreover, exploiting MI's invariance to invertible transformations, meta-datasets can be adapted to arbitrary data modalities via normalizing flows, enabling flexible training for diverse target meta-distributions.

Most progress in recent coder models has been driven by supervised fine-tuning (SFT), while the potential of reinforcement learning (RL) remains largely unexplored, primarily due to the lack of reliable reward data/model in the code domain. In this paper, we address this challenge by leveraging automated large-scale test-case synthesis to enhance code model training. Specifically, we design a pipeline that generates extensive (question, test-cases) pairs from existing code data. Using these test cases, we construct preference pairs based on pass rates over sampled programs to train reward models with Bradley-Terry loss. It shows an average of 10-point improvement for Llama-3.1-8B-Ins and 5-point improvement for Qwen2.5-Coder-7B-Ins through best-of-32 sampling, making the 7B model on par with 236B DeepSeek-V2.5. Furthermore, we conduct reinforcement learning with both reward models and test-case pass rewards, leading to consistent improvements across HumanEval, MBPP, BigCodeBench, and LiveCodeBench (V4). Notably, we follow the R1-style training to start from Qwen2.5-Coder-base directly and show that our RL training can improve model on HumanEval-plus by over 25\% and MBPP-plus by 6\% for merely 80 optimization steps. We believe our results highlight the huge potential of reinforcement learning in coder models.

We present an online post-hoc calibration method, called Online Platt Scaling (OPS), which combines the Platt scaling technique with online logistic regression. We demonstrate that OPS smoothly adapts between i.i.d. and non-i.i.d. settings with distribution drift. Further, in scenarios where the best Platt scaling model is itself miscalibrated, we enhance OPS by incorporating a recently developed technique called calibeating to make it more robust. Theoretically, our resulting OPS+calibeating method is guaranteed to be calibrated for adversarial outcome sequences. Empirically, it is effective on a range of synthetic and real-world datasets, with and without distribution drifts, achieving superior performance without hyperparameter tuning. Finally, we extend all OPS ideas to the beta scaling method.

Question rewriting (QR) is a subtask of conversational question answering (CQA) aiming to ease the challenges of understanding dependencies among dialogue history by reformulating questions in a self-contained form. Despite seeming plausible, little evidence is available to justify QR as a mitigation method for CQA. To verify the effectiveness of QR in CQA, we investigate a reinforcement learning approach that integrates QR and CQA tasks and does not require corresponding QR datasets for targeted CQA. We find, however, that the RL method is on par with the end-to-end baseline. We provide an analysis of the failure and describe the difficulty of exploiting QR for CQA.

Model selection/optimization in conformal inference is challenging, since it may break the exchangeability between labeled and unlabeled data. We study this problem in the context of conformal selection, which uses conformal p-values to select ``interesting'' instances with large unobserved labels from a pool of unlabeled data, while controlling the FDR in finite sample. For validity, existing solutions require the model choice to be independent of the data used to construct the p-values and calibrate the selection set. However, when presented with many model choices and limited labeled data, it is desirable to (i) select the best model in a data-driven manner, and (ii) mitigate power loss due to sample splitting. This paper presents OptCS, a general framework that allows valid statistical testing (selection) after flexible data-driven model optimization. We introduce general conditions under which OptCS constructs valid conformal p-values despite substantial data reuse and handles complex p-value dependencies to maintain finite-sample FDR control via a novel multiple testing procedure. We instantiate this general recipe to propose three FDR-controlling procedures, each optimizing the models differently: (i) selecting the most powerful one among multiple pre-trained candidate models, (ii) using all data for model fitting without sample splitting, and (iii) combining full-sample model fitting and selection. We demonstrate the efficacy of our methods via simulation studies and real applications in drug discovery and alignment of large language models in radiology report generation.

Discrete-action reinforcement learning algorithms often falter in tasks with high-dimensional discrete action spaces due to the vast number of possible actions. A recent advancement leverages value-decomposition, a concept from multi-agent reinforcement learning, to tackle this challenge. This study delves deep into the effects of this value-decomposition, revealing that whilst it curtails the over-estimation bias inherent to Q-learning algorithms, it amplifies target variance. To counteract this, we present an ensemble of critics to mitigate target variance. Moreover, we introduce a regularisation loss that helps to mitigate the effects that exploratory actions in one dimension can have on the value of optimal actions in other dimensions. Our novel algorithm, REValueD, tested on discretised versions of the DeepMind Control Suite tasks, showcases superior performance, especially in the challenging humanoid and dog tasks. We further dissect the factors influencing REValueD's performance, evaluating the significance of the regularisation loss and the scalability of REValueD with increasing sub-actions per dimension.

Generalized quantifiers (e.g., few, most) are used to indicate the proportions predicates are satisfied (for example, some apples are red). One way to interpret quantifier semantics is to explicitly bind these satisfactions with percentage scopes (e.g., 30%-40% of apples are red). This approach can be helpful for tasks like logic formalization and surface-form quantitative reasoning (Gordon and Schubert, 2010; Roy et al., 2015). However, it remains unclear if recent foundation models possess this ability, as they lack direct training signals. To explore this, we introduce QuRe, a crowd-sourced dataset of human-annotated generalized quantifiers in Wikipedia sentences featuring percentage-equipped predicates. We explore quantifier comprehension in language models using PRESQUE, a framework that combines natural language inference and the Rational Speech Acts framework. Experimental results on the HVD dataset and QuRe illustrate that PRESQUE, employing pragmatic reasoning, performs 20% better than a literal reasoning baseline when predicting quantifier percentage scopes, with no additional training required.

This paper introduces SCOPE-RL, a comprehensive open-source Python software designed for offline reinforcement learning (offline RL), off-policy evaluation (OPE), and selection (OPS). Unlike most existing libraries that focus solely on either policy learning or evaluation, SCOPE-RL seamlessly integrates these two key aspects, facilitating flexible and complete implementations of both offline RL and OPE processes. SCOPE-RL put particular emphasis on its OPE modules, offering a range of OPE estimators and robust evaluation-of-OPE protocols. This approach enables more in-depth and reliable OPE compared to other packages. For instance, SCOPE-RL enhances OPE by estimating the entire reward distribution under a policy rather than its mere point-wise expected value. Additionally, SCOPE-RL provides a more thorough evaluation-of-OPE by presenting the risk-return tradeoff in OPE results, extending beyond mere accuracy evaluations in existing OPE literature. SCOPE-RL is designed with user accessibility in mind. Its user-friendly APIs, comprehensive documentation, and a variety of easy-to-follow examples assist researchers and practitioners in efficiently implementing and experimenting with various offline RL methods and OPE estimators, tailored to their specific problem contexts. The documentation of SCOPE-RL is available at https://scope-rl.readthedocs.io/en/latest/.

Training reinforcement learning (RL) agents on robotic tasks typically requires a large number of training samples. This is because training data often consists of noisy trajectories, whether from exploration or human-collected demonstrations, making it difficult to learn value functions that understand the effect of taking each action. On the other hand, recent behavior-cloning (BC) approaches have shown that predicting a sequence of actions enables policies to effectively approximate noisy, multi-modal distributions of expert demonstrations. Can we use a similar idea for improving RL on robotic tasks? In this paper, we introduce a novel RL algorithm that learns a critic network that outputs Q-values over a sequence of actions. By explicitly training the value functions to learn the consequence of executing a series of current and future actions, our algorithm allows for learning useful value functions from noisy trajectories. We study our algorithm across various setups with sparse and dense rewards, and with or without demonstrations, spanning mobile bi-manual manipulation, whole-body control, and tabletop manipulation tasks from BiGym, HumanoidBench, and RLBench. We find that, by learning the critic network with action sequences, our algorithm outperforms various RL and BC baselines, in particular on challenging humanoid control tasks.

We study weight-only post-training quantization (PTQ), which quantizes the weights of a large language model (LLM) without retraining, using little or no calibration data. Weight-only PTQ is crucial for reducing the memory footprint and latency of LLM inference, especially in memory-bound, small-batch inference scenarios, such as personalized inference on edge devices. Despite its importance, irregular weight distributions with heavy-tailed outliers in LLMs complicate quantization, recently motivating rotation-based methods that transform weights into near-Gaussian distributions, which are more regular with fewer outliers, thereby reducing quantization error. In this work, we first derive the information-theoretically optimal bit allocation for Gaussianized weights under given bit budgets, revealing that fine-grained fractional-bit quantizers approaching the Gaussian distortion-rate bound are essential to achieve near-optimal quantization performance. To bridge this theoretical insight and practical implementation, we introduce Q-Palette, a versatile collection of fractional-bit quantizers that range from trellis-coded quantizers offering near-optimal distortion to simpler vector and scalar quantizers optimized for faster inference, all efficiently implemented with optimized CUDA kernels across various bitwidths. Furthermore, leveraging Q-Palette as a foundational component, we propose a novel mixed-scheme quantization framework, jointly optimizing quantizer choices and layer fusion decisions given resource constraints. The code is available at https://github.com/snu-mllab/Q-Palette.

Image quality assessment (IQA) focuses on the perceptual visual quality of images, playing a crucial role in downstream tasks such as image reconstruction, compression, and generation. The rapid advancement of multi-modal large language models (MLLMs) has significantly broadened the scope of IQA, moving toward comprehensive image quality understanding that incorporates content analysis, degradation perception, and comparison reasoning beyond mere numerical scoring. Previous MLLM-based methods typically either generate numerical scores lacking interpretability or heavily rely on supervised fine-tuning (SFT) using large-scale annotated datasets to provide descriptive assessments, limiting their flexibility and applicability. In this paper, we propose Q-Insight, a reinforcement learning-based model built upon group relative policy optimization (GRPO), which demonstrates strong visual reasoning capability for image quality understanding while requiring only a limited amount of rating scores and degradation labels. By jointly optimizing score regression and degradation perception tasks with carefully designed reward functions, our approach effectively exploits their mutual benefits for enhanced performance. Extensive experiments demonstrate that Q-Insight substantially outperforms existing state-of-the-art methods in both score regression and degradation perception tasks, while exhibiting impressive zero-shot generalization to comparison reasoning tasks. Code will be available at https://github.com/lwq20020127/Q-Insight.

Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms of absolute approximation error. To provide a better class of empirical SW, we propose quasi-sliced Wasserstein (QSW) approximations that rely on Quasi-Monte Carlo (QMC) methods. For a comprehensive investigation of QMC for SW, we focus on the 3D setting, specifically computing the SW between probability measures in three dimensions. In greater detail, we empirically evaluate various methods to construct QMC point sets on the 3D unit-hypersphere, including the Gaussian-based and equal area mappings, generalized spiral points, and optimizing discrepancy energies. Furthermore, to obtain an unbiased estimator for stochastic optimization, we extend QSW to Randomized Quasi-Sliced Wasserstein (RQSW) by introducing randomness in the discussed point sets. Theoretically, we prove the asymptotic convergence of QSW and the unbiasedness of RQSW. Finally, we conduct experiments on various 3D tasks, such as point-cloud comparison, point-cloud interpolation, image style transfer, and training deep point-cloud autoencoders, to demonstrate the favorable performance of the proposed QSW and RQSW variants.

Answering complex queries on incomplete knowledge graphs is a challenging task where a model needs to answer complex logical queries in the presence of missing knowledge. Prior work in the literature has proposed to address this problem by designing architectures trained end-to-end for the complex query answering task with a reasoning process that is hard to interpret while requiring data and resource-intensive training. Other lines of research have proposed re-using simple neural link predictors to answer complex queries, reducing the amount of training data by orders of magnitude while providing interpretable answers. The neural link predictor used in such approaches is not explicitly optimised for the complex query answering task, implying that its scores are not calibrated to interact together. We propose to address these problems via CQD^{A}, a parameter-efficient score adaptation model optimised to re-calibrate neural link prediction scores for the complex query answering task. While the neural link predictor is frozen, the adaptation component -- which only increases the number of model parameters by 0.03% -- is trained on the downstream complex query answering task. Furthermore, the calibration component enables us to support reasoning over queries that include atomic negations, which was previously impossible with link predictors. In our experiments, CQD^{A} produces significantly more accurate results than current state-of-the-art methods, improving from 34.4 to 35.1 Mean Reciprocal Rank values averaged across all datasets and query types while using leq 30% of the available training query types. We further show that CQD^{A} is data-efficient, achieving competitive results with only 1% of the training complex queries, and robust in out-of-domain evaluations.

Quantization has become a crucial step for the efficient deployment of deep neural networks, where floating point operations are converted to simpler fixed point operations. In its most naive form, it simply consists in a combination of scaling and rounding transformations, leading to either a limited compression rate or a significant accuracy drop. Recently, Gradient-based post-training quantization (GPTQ) methods appears to be constitute a suitable trade-off between such simple methods and more powerful, yet expensive Quantization-Aware Training (QAT) approaches, particularly when attempting to quantize LLMs, where scalability of the quantization process is of paramount importance. GPTQ essentially consists in learning the rounding operation using a small calibration set. In this work, we challenge common choices in GPTQ methods. In particular, we show that the process is, to a certain extent, robust to a number of variables (weight selection, feature augmentation, choice of calibration set). More importantly, we derive a number of best practices for designing more efficient and scalable GPTQ methods, regarding the problem formulation (loss, degrees of freedom, use of non-uniform quantization schemes) or optimization process (choice of variable and optimizer). Lastly, we propose a novel importance-based mixed-precision technique. Those guidelines lead to significant performance improvements on all the tested state-of-the-art GPTQ methods and networks (e.g. +6.819 points on ViT for 4-bit quantization), paving the way for the design of scalable, yet effective quantization methods.

Uncertainty Quantification (UQ) research has primarily focused on closed-book factual question answering (QA), while contextual QA remains unexplored, despite its importance in real-world applications. In this work, we focus on UQ for the contextual QA task and propose a theoretically grounded approach to quantify epistemic uncertainty. We begin by introducing a task-agnostic, token-level uncertainty measure defined as the cross-entropy between the predictive distribution of the given model and the unknown true distribution. By decomposing this measure, we isolate the epistemic component and approximate the true distribution by a perfectly prompted, idealized model. We then derive an upper bound for epistemic uncertainty and show that it can be interpreted as semantic feature gaps in the given model's hidden representations relative to the ideal model. We further apply this generic framework to the contextual QA task and hypothesize that three features approximate this gap: context-reliance (using the provided context rather than parametric knowledge), context comprehension (extracting relevant information from context), and honesty (avoiding intentional lies). Using a top-down interpretability approach, we extract these features by using only a small number of labeled samples and ensemble them to form a robust uncertainty score. Experiments on multiple QA benchmarks in both in-distribution and out-of-distribution settings show that our method substantially outperforms state-of-the-art unsupervised (sampling-free and sampling-based) and supervised UQ methods, achieving up to a 13-point PRR improvement while incurring a negligible inference overhead.

We propose UCBMQ, Upper Confidence Bound Momentum Q-learning, a new algorithm for reinforcement learning in tabular and possibly stage-dependent, episodic Markov decision process. UCBMQ is based on Q-learning where we add a momentum term and rely on the principle of optimism in face of uncertainty to deal with exploration. Our new technical ingredient of UCBMQ is the use of momentum to correct the bias that Q-learning suffers while, at the same time, limiting the impact it has on the second-order term of the regret. For UCBMQ, we are able to guarantee a regret of at most O(H^3SAT+ H^4 S A ) where H is the length of an episode, S the number of states, A the number of actions, T the number of episodes and ignoring terms in poly-log(SAHT). Notably, UCBMQ is the first algorithm that simultaneously matches the lower bound of Ω(H^3SAT) for large enough T and has a second-order term (with respect to the horizon T) that scales only linearly with the number of states S.

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple hypothesis testing. However, there is a fundamental disconnect between the theoretical results and the practice of data analysis: the theory of statistical inference assumes a fixed collection of hypotheses to be tested, or learning algorithms to be applied, selected non-adaptively before the data are gathered, whereas in practice data is shared and reused with hypotheses and new analyses being generated on the basis of data exploration and the outcomes of previous analyses. In this work we initiate a principled study of how to guarantee the validity of statistical inference in adaptive data analysis. As an instance of this problem, we propose and investigate the question of estimating the expectations of m adaptively chosen functions on an unknown distribution given n random samples. We show that, surprisingly, there is a way to estimate an exponential in n number of expectations accurately even if the functions are chosen adaptively. This gives an exponential improvement over standard empirical estimators that are limited to a linear number of estimates. Our result follows from a general technique that counter-intuitively involves actively perturbing and coordinating the estimates, using techniques developed for privacy preservation. We give additional applications of this technique to our question.

Uncertainty quantification (UQ) is a critical aspect of artificial intelligence (AI) systems, particularly in high-risk domains such as healthcare, autonomous systems, and financial technology, where decision-making processes must account for uncertainty. This review explores the evolution of uncertainty quantification techniques in AI, distinguishing between aleatoric and epistemic uncertainties, and discusses the mathematical foundations and methods used to quantify these uncertainties. We provide an overview of advanced techniques, including probabilistic methods, ensemble learning, sampling-based approaches, and generative models, while also highlighting hybrid approaches that integrate domain-specific knowledge. Furthermore, we examine the diverse applications of UQ across various fields, emphasizing its impact on decision-making, predictive accuracy, and system robustness. The review also addresses key challenges such as scalability, efficiency, and integration with explainable AI, and outlines future directions for research in this rapidly developing area. Through this comprehensive survey, we aim to provide a deeper understanding of UQ's role in enhancing the reliability, safety, and trustworthiness of AI systems.

We study the problem of temporal-difference-based policy evaluation in reinforcement learning. In particular, we analyse the use of a distributional reinforcement learning algorithm, quantile temporal-difference learning (QTD), for this task. We reach the surprising conclusion that even if a practitioner has no interest in the return distribution beyond the mean, QTD (which learns predictions about the full distribution of returns) may offer performance superior to approaches such as classical TD learning, which predict only the mean return, even in the tabular setting.

Off-policy reinforcement learning (RL) has proven to be a powerful framework for guiding agents' actions in environments with stochastic rewards and unknown or noisy state dynamics. In many real-world settings, these agents must operate in multiple environments, each with slightly different dynamics. For example, we may be interested in developing policies to guide medical treatment for patients with and without a given disease, or policies to navigate curriculum design for students with and without a learning disability. Here, we introduce nested policy fitted Q-iteration (NFQI), an RL framework that finds optimal policies in environments that exhibit such a structure. Our approach develops a nested Q-value function that takes advantage of the shared structure between two groups of observations from two separate environments while allowing their policies to be distinct from one another. We find that NFQI yields policies that rely on relevant features and perform at least as well as a policy that does not consider group structure. We demonstrate NFQI's performance using an OpenAI Gym environment and a clinical decision making RL task. Our results suggest that NFQI can develop policies that are better suited to many real-world clinical environments.

We consider the problem of linear estimation, and establish an extension of the Gauss-Markov theorem, in which the bias operator is allowed to be non-zero but bounded with respect to a matrix norm of Schatten type. We derive simple and explicit formulas for the optimal estimator in the cases of Nuclear and Spectral norms (with the Frobenius case recovering ridge regression). Additionally, we analytically derive the generalization error in multiple random matrix ensembles, and compare with Ridge regression. Finally, we conduct an extensive simulation study, in which we show that the cross-validated Nuclear and Spectral regressors can outperform Ridge in several circumstances.