Daily Papers

Constraint handling remains a key bottleneck in quantum combinatorial optimization. While slack-variable-based encodings are straightforward, they significantly increase qubit counts and circuit depth, challenging the scalability of quantum solvers. In this work, we investigate a suite of Lagrangian-based optimization techniques including dual ascent, bundle methods, cutting plane approaches, and augmented Lagrangian formulations for solving constrained combinatorial problems on quantum simulators and hardware. Our framework is applied to three representative NP-hard problems: the Travelling Salesman Problem (TSP), the Multi-Dimensional Knapsack Problem (MDKP), and the Maximum Independent Set (MIS). We demonstrate that MDKP and TSP, with their inequality-based or degree-constrained structures, allow for slack-free reformulations, leading to significant qubit savings without compromising performance. In contrast, MIS does not inherently benefit from slack elimination but still gains in feasibility and objective quality from principled Lagrangian updates. We benchmark these methods across classically hard instances, analyzing trade-offs in qubit usage, feasibility, and optimality gaps. Our results highlight the flexibility of Lagrangian formulations as a scalable alternative to naive QUBO penalization, even when qubit savings are not always achievable. This work provides practical insights for deploying constraint-aware quantum optimization pipelines, with applications in logistics, network design, and resource allocation.

Adapting large language models (LLMs) to new languages typically involves continual pre-training (CT) followed by supervised fine-tuning (SFT). However, this CT-then-SFT approach struggles with limited data in the context of low-resource languages, failing to balance language modeling and task-solving capabilities. We thus propose model merging as an alternative for low-resource languages, combining models with distinct capabilities into a single model without additional training. We use model merging to develop task-solving LLMs for low-resource languages without SFT data in the target languages. Our experiments based on Llama-2-7B demonstrate that model merging effectively endows LLMs for low-resource languages with task-solving abilities, outperforming CT-then-SFT in scenarios with extremely scarce data. Observing performance saturation in model merging with more training tokens, we further analyze the merging process and introduce a slack variable to the model merging algorithm to mitigate the loss of important parameters, thereby enhancing performance. We hope that model merging can benefit more human languages suffering from data scarcity with its higher data efficiency.

We introduce Feasible Learning (FL), a sample-centric learning paradigm where models are trained by solving a feasibility problem that bounds the loss for each training sample. In contrast to the ubiquitous Empirical Risk Minimization (ERM) framework, which optimizes for average performance, FL demands satisfactory performance on every individual data point. Since any model that meets the prescribed performance threshold is a valid FL solution, the choice of optimization algorithm and its dynamics play a crucial role in shaping the properties of the resulting solutions. In particular, we study a primal-dual approach which dynamically re-weights the importance of each sample during training. To address the challenge of setting a meaningful threshold in practice, we introduce a relaxation of FL that incorporates slack variables of minimal norm. Our empirical analysis, spanning image classification, age regression, and preference optimization in large language models, demonstrates that models trained via FL can learn from data while displaying improved tail behavior compared to ERM, with only a marginal impact on average performance.

A fundamental problem in combinatorial optimization is identifying equivalent formulations, which can lead to more efficient solution strategies and deeper insights into a problem's computational complexity. The need to automatically identify equivalence between problem formulations has grown as optimization copilots--systems that generate problem formulations from natural language descriptions--have proliferated. However, existing approaches to checking formulation equivalence lack grounding, relying on simple heuristics which are insufficient for rigorous validation. Inspired by Karp reductions, in this work we introduce quasi-Karp equivalence, a formal criterion for determining when two optimization formulations are equivalent based on the existence of a mapping between their decision variables. We propose EquivaMap, a framework that leverages large language models to automatically discover such mappings, enabling scalable and reliable equivalence verification. To evaluate our approach, we construct the first open-source dataset of equivalent optimization formulations, generated by applying transformations such as adding slack variables or valid inequalities to existing formulations. Empirically, EquivaMap significantly outperforms existing methods, achieving substantial improvements in correctly identifying formulation equivalence.

Portfolio risk assessment ordinarily relies on reliable estimates of cross-asset return covariances, which are difficult to obtain in short, high-dimensional panels. We show that firm-level distribution-valued characteristics can instead provide one-sided certificates of portfolio risk. Under maintained links from characteristics to systematic exposures and from exposures to returns, multi-firm Wasserstein-2 dispersion yields a sharp upper bound on systematic portfolio variance and a corresponding bound for standardized returns. A weighted pairwise relaxation produces an objective that is convex under a checkable condition and requires marginal volatility scales but no cross-asset return covariances. With zero firm-specific slack, the common-map scale changes the certified variance reduction but not the normalized allocation, which depends only on observed information geometry. In a 52-firm panel from 2018-2022, an allocation constructed from Qwen3-Embedding-8B news representations lies between the 0.69th and 1.33rd in-sample variance percentiles across four prespecified capped portfolio populations; equal risk weighting lies between the 21.1st and 28.6th percentiles. The lower in-sample variance ranking relative to equal risk also appears across the reported frozen language-model representations. The framework therefore distribution-valued firm information into a coherent risk bound and an implementable allocation rule constructed without cross-asset return covariances.

The presence of distribution shifts poses a significant challenge for deploying modern machine learning models in real-world applications. This work focuses on the target shift problem in a regression setting (Zhang et al., 2013; Nguyen et al., 2016). More specifically, the target variable y (also known as the response variable), which is continuous, has different marginal distributions in the training source and testing domain, while the conditional distribution of features x given y remains the same. While most literature focuses on classification tasks with finite target space, the regression problem has an infinite dimensional target space, which makes many of the existing methods inapplicable. In this work, we show that the continuous target shift problem can be addressed by estimating the importance weight function from an ill-posed integral equation. We propose a nonparametric regularized approach named ReTaSA to solve the ill-posed integral equation and provide theoretical justification for the estimated importance weight function. The effectiveness of the proposed method has been demonstrated with extensive numerical studies on synthetic and real-world datasets.

Many political science theories relate to latent variables, but such quantities cannot be observed directly and must instead be estimated from data with inherent uncertainty. In regression models, when a variable is measured with error, its slope coefficient is known to be biased toward zero. We show how measurement error interacts with unique aspects of latent variable estimation, identification restrictions in particular, and demonstrate how common error adjustment strategies can worsen bias. We introduce a method for adjusting coefficients on latent predictors, which reduces bias and typically increases the magnitude of estimated coefficients, often dramatically. We illustrate these dynamics using several different estimation strategies for the latent predictors. Corrected estimates using our proposed method show stronger relationships -- sometimes up to 50% larger -- than those from naive regression. Our findings highlight the importance of considering measurement error in latent predictors and the inadequacy of many commonly used approaches for dealing with this issue.

Large language models (LLMs) are increasingly deployed in high-stakes domains, where rare but severe failures can result in irreversible harm. However, prevailing evaluation benchmarks often reduce complex social risk to mean-centered scalar scores, thereby obscuring distributional structure, cross-dimensional interactions, and worst-case behavior. This paper introduces Social Harm Analysis via Risk Profiles (SHARP), a framework for multidimensional, distribution-aware evaluation of social harm. SHARP models harm as a multivariate random variable and integrates explicit decomposition into bias, fairness, ethics, and epistemic reliability with a union-of-failures aggregation reparameterized as additive cumulative log-risk. The framework further employs risk-sensitive distributional statistics, with Conditional Value at Risk (CVaR95) as a primary metric, to characterize worst-case model behavior. Application of SHARP to eleven frontier LLMs, evaluated on a fixed corpus of n=901 socially sensitive prompts, reveals that models with similar average risk can exhibit more than twofold differences in tail exposure and volatility. Across models, dimension-wise marginal tail behavior varies systematically across harm dimensions, with bias exhibiting the strongest tail severities, epistemic and fairness risks occupying intermediate regimes, and ethical misalignment consistently lower; together, these patterns reveal heterogeneous, model-dependent failure structures that scalar benchmarks conflate. These findings indicate that responsible evaluation and governance of LLMs require moving beyond scalar averages toward multidimensional, tail-sensitive risk profiling.

Language models hold latent quantities in a form they can report on, and more of a quantity is present in that form when the task requires reusing it flexibly. What causes a representation to enter that form is open, and the word workspace invites an admission story: a gate that decides what gets in. Testing it on open-weight models with Jacobian lenses, over a benchmark whose five arms share an identical context, we find no gate where it predicts one. Demand raises a concept's lens visibility beyond what applying an operator to a supplied value produces: +0.050 [+0.045, +0.057] in percentile rank on our primary checkpoint, positive on all four we measure, though that arm answers at ceiling and the accuracymatched contrast is stronger under that readout. At the same time one shared linear map decodes the variable from every arm, the control included, at 6.4-9.0x its selection-corrected floor. What produces the later readable form at the queried position is attention-mediated gathering inside a mid-depth window: separating patch depth from readout depth puts transport there at least 17x above anywhere shallower under non-saturating readouts, with no tested MLP output contributing positively inside it. Under the saturating percentile rank the same grid does not localise the window, which is a fact about that measure. An arm that needs the variable for nothing concentrates sevenfold less, so the window is demand-specific. That window has two measured edges, a survival failure below and destruction above, and it falls at the same fractional depth in a 64-layer hybrid and a 62-layer dense model from another family. We localise where the variable is installed and read, not the route from the passage, which transports nothing. But the readout is not a calibrated measure of use: three components move it to within 12% of one another and differ 7.4x in what they do to the answer.

As opaque predictive models increasingly impact many areas of modern life, interest in quantifying the importance of a given input variable for making a specific prediction has grown. Recently, there has been a proliferation of model-agnostic methods to measure variable importance (VI) that analyze the difference in predictive power between a full model trained on all variables and a reduced model that excludes the variable(s) of interest. A bottleneck common to these methods is the estimation of the reduced model for each variable (or subset of variables), which is an expensive process that often does not come with theoretical guarantees. In this work, we propose a fast and flexible method for approximating the reduced model with important inferential guarantees. We replace the need for fully retraining a wide neural network by a linearization initialized at the full model parameters. By adding a ridge-like penalty to make the problem convex, we prove that when the ridge penalty parameter is sufficiently large, our method estimates the variable importance measure with an error rate of O(1{n}) where n is the number of training samples. We also show that our estimator is asymptotically normal, enabling us to provide confidence bounds for the VI estimates. We demonstrate through simulations that our method is fast and accurate under several data-generating regimes, and we demonstrate its real-world applicability on a seasonal climate forecasting example.

Evaluation budgets in agentic retrieval-augmented generation span questions, search trajectories, and repeated answers. We measure allocation precision, reading efficiency, and cost boundaries using a retrieval-feedback comparison on HotpotQA and MuSiQue. At 34.14--34.39M model tokens, broader question coverage lowers standard error by 33\% versus five reads and 12.6\% versus three trajectories. Archived nested and Q-only forecasts predict these allocations within 4.0\% and 3.5\%, respectively. Depth subsets establish no clear forecasting advantage beyond the two-trajectory audit. One-read variance penalties relative to the fitted optimum at the same token budget are 0--9.9\%, with substantial Pro uncertainty. Under recorded model fees, more questions beat more trajectories at search prices of \$0--1 per 1,000 requests; question-versus-read fee rankings remain unresolved. Temperature zero cuts answer disagreement from 14.3\% to 3.4\% while comparison precision stays similar. \par\medskip\noindentKeywords: Agentic RAG; Evaluation budget; Generalizability theory; Repeated sampling.