Cross-Fitting

Models are updated repeatedly, and an update that looks better on validation data but not on new data is a false improvement that can misguide clinical decisions. The naive rule accepts every positive validation gain and is optimistic when the same data choose and judge the update. BRIDGE is a model-agnostic acceptance gate that decides each update from predictions and the available labels, with fixed settings. Each fold of the data judges the update chosen on the other folds (cross-fitting) to reduce selection bias; acceptance requires the gain's lower bootstrap bound to exceed a margin. The four settings are (A) 11 new datasets, (B) synthetic tasks, (C) 12 retrospective clinical tasks, and (D) 39 supporting datasets. The false-improvement rate falls from 19.1% (naive) to 1.1% (BRIDGE) in (A), 20.7% to 1.7% (B), 20.0% to 0% (C), and 12.5% to 0.5% (D); every 95% confidence interval of the reduction over datasets or tasks excludes zero (not over the clinical sources). An equal-size random draw from the naive acceptances contains more false improvements in (A)-(E) (post hoc, p<0.001). On the OpenML collection (E) of 14 new datasets, the false-improvement rate falls from 25.6% to 1.0%. BRIDGE removes 97% to 100% of the false improvements that the naive rule accepts, and its mean gain per deployed update is 1.8 to 3.1 times the naive rule's. The 95% upper bound on the false-improvement rate is below 5.5%: formal in (B) for independent tasks (3.56%), and conditional on the real data tested (0.33% to 5.40%).

Neural Posterior Estimation (NPE) fits an amortized conditional density estimator to a simulated training set of complete-data realizations. NPE's training objective, log-likelihood, favors posterior approximations that assign arbitrarily high density to the training points, and typical families of amortized conditional density estimators (e.g., normalizing flows, Gaussian encoders) are flexible enough to oblige. The resulting policy of extreme overconfidence translates poorly to held-out data. Early stopping and other regularizers can prevent this degeneracy, but they are limited to selecting posterior approximations along an unfavorable optimization trajectory set by in-sample residuals, where the posterior mean is underfit while the posterior variance is overfit. To avoid this trade-off, we propose Cross-Fitting NPE (CF-NPE), which uses sample splitting to separate conditional-mean estimation from the estimation of the posterior's higher moments. Using $K$-fold cross-fitting, CF-NPE fits $K$ posterior-mean regressors and then fits a conditional density estimator to the resulting out-of-fold residuals. In experiments with synthetic data and in a cosmological application, CF-NPE achieves higher held-out log-likelihood than standard NPE and typically improves calibration. CF-NPE is most useful in high-dimensional, simulation-limited settings.

Self-evolving search agents build their own training curricula by jointly optimizing a proposer that generates questions and a solver that answers them. This closed loop introduces a failure mode we call co-cheating: the proposer and solver increasingly agree on shared errors, so internal reward improves without a matching gain in external correctness. A post-hoc audit against source evidence shows co-cheating growing more severe over successive rounds of self-evolution, with pseudo-label correctness stagnating or declining even as the in-loop training signal improves. The most direct mitigation is to verify proposals before training: we introduce multi-sample verification (MSV), which queries the same model three times with the source and three times without it to decide task admission and replace unreliable pseudo-labels. MSV partially reduces false agreement but leaves substantial residual co-cheating and costs six extra labeler generations per candidate. These limitations motivate CrossFit, our main method: it partitions the proposer's source documents into groups A and B; questions generated from A are scored by an auxiliary solver trained only on B, and vice versa. The cross-fitted agreement determines proposer reward, so a same-source pseudo-label cannot be reproduced through the feedback solver, while the original solver's update rule is unchanged. Rerunning the loop with Qwen3.5-4B and Qwen3.5-9B, MSV reduces false-agreement mass from 6.1% to 5.7% and from 8.8% to 7.2%, whereas CrossFit reduces it to 3.0% and 3.7%. Replaying identical proposals with source-excluded feedback further reduces false agreement to 0.4% and 0.1%, isolating feedback ancestry from curriculum changes. Across seven downstream search benchmarks, CrossFit improves average performance over standard coupled self-evolution by 8.8 and 8.4 points and over Search-R1 by 8.7 and 7.8 points at 4B and 9B.

Prediction-powered inference (PPI) and its power-tuned extension (PPI++) improve confidence intervals by combining a small gold-standard labeled sample with a large AI model's predictions. Its efficiency gain relies on low residual variance, which may not hold if the predictor is pre-trained on a different source domain. We propose Transfer Calibrated Prediction-Powered Inference (TC-PPI), adapting the source-domain predictor to the target domain using gold-standard samples through cross-fitting. This approach supports various adaptation methods, such as sparse linear calibration, LoRA, and fine-tuning. Our jointly tuned cross-fit estimator, Joint-TC-Cross-PPI++, maintains unbiasedness and is simultaneously at least as efficient as classical inference, PPI, and PPI++, thereby protecting against negative transfer. We provide high-dimensional MSE bounds for calibration and show empirical improvements over baseline methods across various real-world applications.

Automatic modulation classification research has largely emphasized representation accuracy, but a cognitive receiver must also decide when heterogeneous evidence justifies overriding a trusted default prediction. We study this post-inference problem through cross-fitted residual utility and a primary-preserving cognitive decision policy. A structured KAN-Fourier classifier supplies the default probability, while neural and non-neural candidates provide observable evidence. Candidate-specific residual utility is learned from train-split out-of-fold predictions, and a disjoint validation split freezes action thresholds, approved transitions, conditional routes, and a unified risk mask before held-out evaluation. On RMLA, RMLB, and HISAR, the complete system improves overall accuracy from 63.632% to 66.332%, 65.161% to 66.168%, and 77.769% to 79.867%, respectively. Controlled comparisons show that the isolated utility target does not uniformly dominate alternative out-of-fold meta-learners; the consistent gain comes from the complete evidence-and-action policy. Paired bootstrap and Holm-corrected McNemar analyses support the controlled gains. A frozen-policy stress test under carrier-frequency offset, I/Q imbalance, and synthetic Rayleigh/Rician fading yields positive gains in all 11 conditions, with every paired 95% confidence interval above zero.

We develop finite-sample certificates for local population-risk increments $Pδ_v=R(θ_0+v)-R(θ_0)$, $v\in\mathcal D$. The primitive object is an expected-valid upper endpoint $\widehat{\mathsf U}_{\mathcal D}$ satisfying $\mathbb E\sup_{v\in\mathcal D} \{Pδ_v-\widehat{\mathsf U}_{\mathcal D}(v)\}\le0$. This uniform criterion certifies any measurable update selected from the same sample and allows penalties to depend on empirical geometry. The main construction is a cross-fitted ridge calibration for linear feature classes. A pilot fold learns the ridge metric, the complementary fold calibrates the squared mean error in that metric, and complete split averaging recovers the full empirical covariance in the directional quadratic form $\widehat q_{X,λ}$. The optimized diagnostic scale is $\{\widehat q_{X,λ}(h) \widehat r_{X,n_{\rm p},λ}^{\rm cf}/n\}^{1/2}$, and the calibrated trace factor $\widehat r_{X,n_{\rm p},λ}^{\rm cf}$ is compared with the ordinary ridge effective dimension $\widehat r_{X,λ}$. For nonsmooth losses, an exact fixed-mask decomposition $δ_v=J_v^0+R_v^\circ+C_v$ separates frozen Taylor fluctuations, good-path remainders, and interface crossings. Applying the linear and composite certificates componentwise yields endpoints for same-sample expected local search and concentrated release rules.

Predictions from machine learning algorithms can vary across random seeds, inducing instability in downstream debiased machine learning estimators. We formalize random seed stability via a concentration condition and prove that subbagging guarantees stability for any bounded-outcome regression algorithm. We introduce a new cross-fitting procedure, adaptive cross-bagging, which simultaneously eliminates seed dependence from both nuisance estimation and sample splitting in debiased machine learning. Numerical experiments confirm that the method achieves the targeted level of stability whereas alternatives do not. Our method incurs a small computational penalty relative to standard practice whereas alternative methods incur large penalties.

Model-based reinforcement learning is attractive for sequential decision-making because it explicitly estimates reward and transition models and then supports planning through simulated rollouts. In offline settings with hidden confounding, however, models learned directly from observational data may be biased. This challenge is especially pronounced in partially observable systems, where latent factors may jointly affect actions, rewards, and future observations. Recent work has shown that policy evaluation in such confounded partially observable Markov decision processes (POMDPs) can be reduced to estimating reward-emission and observation-transition bridge functions satisfying conditional moment restrictions (CMRs). In this paper, we study the statistical estimation of these bridge functions. We formulate bridge learning as a CMR problem with nuisance objects given by a conditional mean embedding and a conditional density. We then develop a $K$-fold cross-fitted extension of the existing two-stage bridge estimator. The proposed procedure preserves the original bridge-based identification strategy while using the available data more efficiently than a single sample split. We also derive an oracle-comparator bound for the cross-fitted estimator and decompose the resulting error into a Stage I term induced by nuisance estimation and a Stage II term induced by empirical averaging.

We propose a cross-fitted debiasing device for policy learning from offline data. A key consequence of the resulting learning principle is $\sqrt N$ regret even for policy classes with complexity greater than Donsker, provided a product-of-errors nuisance remainder is $O(N^{-1/2})$. The regret bound factors into a plug-in policy error factor governed by policy-class complexity and an environment nuisance factor governed by the complexity of the environment dynamics, making explicit how one may be traded against the other.