Gaussian Noise

Momentum

3 papers in the last four weeks, against 1 the four weeks before. 0.0% of all new papers.

Jul 6Week of Sep 21

Latest papers 23

Sep 28, 2026cs.LG

Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios

In this work, we study portfolio optimization under the stochastic discount factor (SDF) framework by learning market state representations that capture the underlying risk structures of financial data. This is challenging due to several factors: financial markets exhibit non-stationary dynamics with shifting regimes, multimodal inputs such as price and news data often contain stochastic noise, and existing diffusion-based approaches, while effective for modeling stochastic dynamics, rely on assumptions such as isotropic Gaussian noise that fail to capture the state-dependent nature of financial uncertainty. To address these challenges, we introduce RADAR, a retrieval-augmented diffusion framework that learns market representations by conditioning on similar historical regimes. RADAR leverages retrieval to construct context-dependent noise distributions, applies conditional diffusion to denoise multimodal representations, and initializes the diffusion process using empirical statistics to reflect state-dependent uncertainty. Experiments show that RADAR achieves state-of-the-art performance on key risk-adjusted metrics while producing economically meaningful signals on asset returns and correlations.
Sep 23, 2026cs.SD

Psychoacoustically Aligned Latent Smoothing for Adversarial Robustness of Full-Duplex Speech-to-Speech Dialogue Models

End-to-end speech-to-speech dialogue models listen and speak simultaneously, so a continuously open acoustic channel is exposed to adversarial manipulation. We formalize imperceptible attacks on full-duplex agents as optimization over additive perturbations confined beneath the psychoacoustic masking threshold of the carrier speech, under three goals: targeted semantic hijacking, response suppression, and policy jailbreaking. Against an undefended Moshi-style agent, white-box attacks succeed in up to 91.7% of trials. We then introduce psychoacoustically aligned latent smoothing (PALS), which injects anisotropic Gaussian noise shaped by local codebook covariance at the residual-vector-quantized latent interface, with input noise shaped by the masking threshold constraining the attacker and trained by a Kullback--Leibler consistency objective. Deployed with no inference-time cost, PALS reduces hijack to 8.3%, mute to 11.2%, and jailbreak to 9.1% at clean quality within 2.3%. A Monte Carlo-smoothed variant certifies an ellipsoidal latent radius up to 0.616, a guaranteed floor that the empirical robustness far exceeds.
Sep 10, 2026cs.LG

Almost Sure Convergence Analysis of Stochastic Gradient Methods with Clipping and Additive Noise

Stochastic gradient descent (SGD) with gradient clipping and additive noise has become a standard technique for training machine learning models, particularly in applications requiring robustness or privacy guarantees. However, clipping introduces a bias in stochastic gradients, while additive noise introduces additional variance, making the long-run behaviour of individual optimization trajectories difficult to characterize. In this work, we prove that SGD with clipping and additive Gaussian noise (SGD-CN) converges almost surely (a.s.) under smoothness and uniformly bounded stochastic-gradient noise assumptions, provided the step sizes satisfy some standard decaying conditions. Our analysis extends to momentum variants such as the stochastic heavy ball and Nesterov's accelerated gradient, where we show that careful energy constructions yield similar guarantees. These results provide stronger theoretical foundations for understanding the pathwise behaviour of clipped stochastic gradient methods and suggest that, despite the bias and noise introduced by clipping and perturbation, the algorithm remains stable in both convex and nonconvex regimes.
Sep 7, 2026cs.LG

Constrained Online Learning with Noisy Constraint Values

We study constrained online convex optimization with adversarial constraints and conditionally unbiased, finite-variance observations of constraint values and gradients. Under common feasibility, our \LEDGER\ algorithm attains O(T)O(\sqrt T) expected regret and O(Tlog⁡(eT))O(\sqrt{T\log(eT)}) expected budget violation, the largest cumulative overspend over any window. It uses a reflected exponential potential, clipped signed observations, and predictable adaptive regularization, with one feedback triple and one projection per round. Neither a Slater condition, independence between feedback channels, nor an absolute constraint-value bound is needed. A Gaussian testing lower bound proves that the budget rate has optimal horizon dependence under square-root regret at fixed positive noise, including the logarithm. The same obstruction holds for terminal violation, so the logarithm is not a cost of maximizing over windows; an O(T)O(\sqrt T) budget bound instead forces linear regret. In contrast, fixed positive Gaussian value noise yields a joint regret--hard-violation lower bound of Ω(min⁡{σ,1}T/log⁡2T)Ω(\min\{σ,1\}T/\log^2 T), even with exact gradients in one dimension. The hard-violation construction matches arbitrarily many moments while preserving a feasible-endpoint gap and constant endpoint probabilities. Together, the bounds separate uncertainty about hard feasibility from learnable signed budgets. Deterministic restarts remove the horizon input without changing either upper rate.
Aug 13, 2026cs.CV

Fidelity-Constrained Anchoring for Black-Box Denoisers

We propose a fidelity-constrained framework that anchors the output of a black-box denoiser to its input without retraining and with little additional computation. The method linearly blends the denoised image with the input and selects the maximum blending factor that satisfies a prescribed local fidelity constraint using Peak Signal-to-Noise Ratio (PSNR) or Structural Similarity Index (SSIM). For PSNR control, a closed-form solution is obtained under a local constant-blending assumption. For SSIM control, we derive a tractable formulation based on inverse SSIM under the same assumption and solve it efficiently using iterative root finding. Experiments on DIV2K images with synthetic Gaussian noise and outputs from Real-ESRGAN and a non-local means denoiser show that the proposed anchoring strategy provides effective fidelity control while balancing denoising performance and statistical naturalness, as measured by the excess kurtosis of residual noise. In particular, SSIM-based anchoring yields more consistent behavior across noise levels than PSNR-based anchoring.
Jul 17, 2026cs.CV

Test-Time Noise Guided Adaptation for Realistic Autoregressive Video Generation

Autoregressive video diffusion models have enabled the generation of arbitrarily long videos by removing conditioning on future frames, thus greatly improving computational efficiency. Yet, they suffer from error accumulation over time, as the denoised sequence gradually drifts away from the conditioning distribution seen during training. Recent advances attempt to reduce this error by anchoring each generated frame to the learned manifold of real ones. However, even when all generated individual frames lie close to the real manifold, there are trajectories which the model lacks sufficient knowledge to continue without exiting it, thus reaching a terminal point. To prevent the model from being trapped in terminal points, we start from the hypothesis that for well-modeled future trajectories the distribution of the predicted noise should match the one of the forward noising process. To enforce such a prior at test time, we introduce Terminal points Avoidance through Noise Guided Optimization (TANGO), which uses the diffusion model as a critic of its own outputs, by predicting one step forward and requiring an isotropic Gaussian noise prediction. We use the deviation from this expected noise distribution to search for an alternative trajectory that does not lead to a terminal point. Our approach achieves a 3.1%3.1\% absolute improvement on VBench over state-of-the-art, while reducing Fréchet Video Distance by 28.3%28.3\% on average across 1515s videos. Our code is available on https://mever-team.github.io/tango.
Jul 8, 2026cs.CV

Compression Asymmetry and Trajectory Binding in Noise-Anchored Diffusion Inversion

Real-image diffusion inversion is governed by a tight quality-cost trade-off, with costs incurred in computation, storage, or per-image optimization. We study this trade-off through the forward Gaussian noise anchor that defines a diffusion trajectory and isolate two mechanisms behind effective stored-noise inversion. First, diffusion noise exhibits an element-wise compression asymmetry: int8 full-dimensional anchors preserve reconstruction, whereas low-dimensional subspace summaries are much less reliable, often collapsing even at comparable or smaller payloads; the element-wise over subspace ordering persists across five stored-noise inversion methods. Second, inversion is trajectory-bound and score-prior coupled: the matched forward anchor and a trained score network are both necessary, arguing against a purely algebraic-identity explanation. Together, these findings specify what to store and how to use it. They lead to Noise-Anchored Reverse Correction (NARC), a training-free inversion primitive that stores a single int8 latent anchor and reuses it with a fixed, noise-level-dependent anchor-weight schedule: strong anchoring when the reverse trajectory is noise-dominated, then relaxed anchoring as image detail emerges. On PIE-Bench++ with Stable Diffusion 1.5, NARC outperforms five modern non-exact baselines and improves PSNR by +3.24 dB over PnP DirectInv while using about 400x less inversion storage than PnP DirectInv. The compression asymmetry, anchor specificity, and editing plug-in also transfer to SDXL 1024^2.
Jun 28, 2026cs.LG

Fuzzing Large Language Models to Elicit Hidden Behaviours

Sleeper agents are the canonical model organism of deception: models trained to behave normally but to emit an unsafe behaviour on a specific trigger. Eliciting that behaviour without knowing the trigger has not been studied systematically. We study fuzzing: injecting Gaussian noise into a model's weights or residual-stream activations and checking whether the perturbed outputs reveal the behaviour. On 6 backdoored models (7B-13B) we compare both forms of fuzzing head-to-head against temperature-sampling baselines. Fuzzing elicits the hidden behaviour more often than temperature sampling on 4 of 6 models (up to ~6x on OpenHermes-13B), and which form wins depends on the task, so both are worth running. Elicitation is uneven across each method's hyperparameter grid: a uniform sweep gives only a few percent on most models, while the best cell is 2-10x higher, so the bottleneck is hyperparameter selection, not the technique. To select hyperparameters without ground-truth access, we use a cheap proxy task (in-context secret elicitation, where a base64-encoded secret is placed in the system prompt for the model to hide) and run Thompson sampling on it to pick candidate cells, which we evaluate on the real backdoor. On the four models that can decode the secret, proxy-selected cells raise activation-fuzzing elicitation ~4x over the uniform-sweep mean (recovering ~70% of the best-cell rate on the best performing model) and weight-fuzzing by 1.3-1.8x. To our knowledge this is the first systematic study of fuzzing on sleeper-agent backdoors and the first to show proxy-task hyperparameter selection transferring to real-task elicitation. We also propose reporting such results as a (uniform-baseline, proxy-selected, oracle) triple, since these are three distinct claims that prior work has often blurred.
Jun 26, 2026cs.CV

Denoising ICF Images with Multiplicative Uniform Noise: A Self-Supervised Study Based on the Log-Domain Noisier2Inverse Framework

This paper documents the implementation and evaluation of a self-supervised denoising framework on Inertial Confinement Fusion (ICF) images corrupted by Multiplicative Uniform noise: the \emph{Log-Domain Noisier2Inverse} framework. This framework is developed and analysed in this work; the key theoretical result -- that minimising the log-domain self-supervised loss is equivalent to supervised learning in the transformed domain -- is presented with full proof. We document significant implementation challenges arising from the unique characteristics of ICF imagery, describe the fixes applied at each stage, and report final quantitative results. The log-domain approach with per-image JSON Uniform noise loading (VariantB) achieves the best result: a mean PSNR of 21.41\db21.41\db and SSIM of 0.83580.8358, a +19.46\db+19.46\db improvement over the noisy input baseline of 1.95\db1.95\db, substantially outperforming BM3D log-domain (4.47\db4.47\db, SSIM 0.51810.5181) and Noise2Self (4.75\db4.75\db, SSIM 0.01770.0177). VariantA, using fixed Gaussian noise loading, achieves 21.39\db21.39\db PSNR and SSIM 0.84360.8436. Of the three evaluated methods, Log-Domain Noisier2Inverse and Noise2Self are entirely self-supervised during training, requiring no clean ground truth data; BM3D is a classical filter-based method requiring no training at all. The clean reference images are used solely for quantitative evaluation of all three methods.
Jun 14, 2026cs.CV

The Third Challenge on Image Denoising at NTIRE 2026: Methods and Results

This paper reports on the NTIRE 2026 Challenge on Image Denoising, specifically focusing on the high-noise regime (σ=50σ= 50). The competition investigates advanced neural architectures designed to restore high-fidelity details from images corrupted by additive white Gaussian noise (AWGN). Unlike constrained benchmarks, this track emphasizes peak quantitative performance, measured by Peak Signal-to-Noise Ratio (PSNR), without limitations on parameter count or computational overhead. By synthesizing contributions from 20 finalist teams out of 116 registrants, this report benchmarks the latest technical innovations and provides a comprehensive snapshot of the current state-of-the-art in unconstrained image restoration.
Jun 10, 2026cs.LG

Simplicity Suffices for Parameter Noise Injection in Stochastic Gradient Descent

Injecting noise into the optimization process is a well-established technique for improving the training and generalization of deep neural networks. Yet, despite the breadth of existing approaches, it remains unclear which design choices truly matter in practice. In this work, we investigate parameter noise injection for stochastic gradient descent, focusing on two key questions: how to efficiently pair each training example with its own perturbation in mini-batch training, and whether sophisticated noise parameterizations or multi-sample gradient averaging yield meaningful gains over simpler alternatives. To address the first question, we leverage a distributional identity for linear layers that allows per-example noise injection without breaking batched computation. To address the second, we systematically compare several diagonal Gaussian parameterizations against an isotropic baseline across varying noise levels on CIFAR100. Our results consistently show that simple, lightweight strategies, isotropic noise with a single perturbed forward pass per update step, recover most of the benefit of more complex schemes. These findings suggest that simplicity suffices for parameter noise injection, and that practitioners need not resort to elaborate perturbation designs to reap the optimization and generalization benefits of noisy SGD.
Jun 3, 2026cs.LG

DPDL: Towards Differential Privacy Preservation in Decentralized Stochastic Learning on Non-IID Data

In the paradigm of decentralized learning, a group of agents collaborate to train a global model using distributed datasets without a central server. Although the power of collaboration has been verified by many state-of-the-art studies, it entails extensive gradient information exchanging among the agents and thus induces high risk of privacy leakage for the individual agents. Moreover, in real-world applications, the training data are usually non-identically and independently distributed across the agents, inducing more challenges to enable privacy-preserved decentralized learning. To address these issues, we propose a privacy-preserved decentralized learning algorithm with non-IID data, DPDL, which leverages the notion of Differential Privacy (DP) in cross-gradient aggregation through a similarity-based calibration technique. Specifically, in each round, each agent perturbs the cross-gradients (i.e., the derivatives of its neighbors' local model in its private local data) by Gaussian noise mechanism before sharing them with its neighbors; it then adopt cosine similarity to calibrate the received perturbed cross-gradients such that the aggregation of the calibrated cross-gradients can be utilized to effectively update local model in a momentum-like manner. Our rigorous theoretical analysis not only reveals the minimum noise level required to achieve a specific level of privacy preservation, but also illustrates that our algorithm still achieves a linear speedup in training with non-IID data. We finally conduct extensive experiments on real-world dataset to validate the effectiveness of our algorithm in defending privacy attacks and in training accurate models.
Jun 1, 2026cs.LG

A combination of noise and bilateral filters achieve supralinear and scalable adversarial robustness in CNNs

The vulnerability of deep neural networks to adversarial examples poses a significant challenge for real-world deployment. Existing techniques to enhance deep network robustness rely on adversarial training, an approach that is powerful but computationally intensive and typically tailored to specific attack types. To address these limitations, existing works have explored techniques such as adding gaussian noise or filtering images, both of which can boost the network robustness to various adversarial attacks, albeit modestly. Here, we theoretically demonstrate that these two approaches enhance robustness against adversarial attacks through complementary mechanisms, resulting in supralinear robustness when combined. Building on this insight, we experimentally show that a simple preprocessor combining Gaussian noise and bilateral filtering yields supralinear improvements in adversarial robustness with minimal computational cost. Next, we combine our preprocessor with adversarial training and test on RobustBench to assess its supralinear improvement over state-of-the-art defenses. First, this combination ranks second on AutoAttack and third overall, while using only ∼\sim35% of the training FLOPs, using a model with ∼\sim50% less parametets, trained with ∼\sim33% of the epochs and ∼\sim15% the data compared to state-of-the-art defenses. Second, our method scales efficiently, matching the accuracy of competing models with roughly 2-8x less total compute across 3 orders of magnitude. Overall, our approach provides a principled and easily integrable framework for enhancing adversarial robustness, offering negligible computational overhead and a simple yet theoretically grounded design.
May 22, 2026cs.LG

When Determinants Are Not Enough: Private Rare Switching

In this note, I would like to share a small research moment where Codex helped me find the right way to adapt rare switching to the private setting. The standard determinant-based update rule in linear bandits and RL works beautifully because the design matrix grows monotonically. But once Gaussian noise is added for privacy, this monotonicity can fail, and the usual analysis no longer goes through. The key reason is that determinant growth controls volume, while regret analysis needs control of the worst direction. To address this, Codex comes up with a different rare-switching rule based on the generalized Rayleigh quotient, which restores logarithmic policy updates and the desired confidence-width comparison up to a constant factor. I present my manually clean-up version of the proof here as well as some personal reflection on this example.
May 22, 2026cs.LG

Cascade-KDE: Robust Time-Series Restoration under Out-of-Distribution Impulse Corruptions

Real-world time-series data in industrial sensing, healthcare, and energy systems is often corrupted by a mixture of Gaussian noise and occasional large-magnitude impulse outliers. For tasks that depend on local shape, such as ECG morphology analysis and battery degradation monitoring, the main requirement is not only low reconstruction error but also preservation of derivative peaks and task-critical features. We propose Cascade-KDE, a training-free restoration framework for corrupted time series. The method first estimates a two-dimensional temporal-amplitude density, then applies a Density-Truncated Robust Expectation to limit the influence of distant abnormal points, and finally refines the sequence through an exponential cascade with adaptive stopping. This design aims to improve robustness under out-of-distribution impulse corruptions while keeping the restored trajectory close to the original local structure. Across several benchmark datasets, the proposed method shows consistent gains over classical filters and representative learning-based baselines on curve fidelity, derivative preservation, downstream classification, and runtime efficiency. These results suggest that bounded density-based restoration is a practical option for feature-preserving preprocessing in noisy time-series pipelines.
May 14, 2026cs.LG

Beyond Bounded Variance: Variance-Reduced Normalized Methods for Nonconvex Optimization under Blum-Gladyshev Noise

We study nonconvex stochastic optimization under the Blum-Gladyshev (BG\mathsf{BG}-0) noise model, where the stochastic gradient variance grows quadratically with the distance from the initialization. We consider this problem under both standard smoothness and the symmetric generalized-smoothness framework, which captures objectives whose local curvature can scale with the gradient norm. We prove that normalized stochastic gradient descent with momentum, using only one stochastic gradient per iteration, converges under BG\mathsf{BG}-0 noise with oracle complexity O(ε−6)O(\varepsilon^{-6}). This rate holds both for standard smoothness and for αα-symmetric generalized smoothness, showing that generalized smoothness is rate-neutral for normalized momentum in this setting. We then study a variance-reduced normalized STORM method. Under mean-square smoothness and sharp initialization, the method achieves the minimax optimal O(ε−4)O(\varepsilon^{-4}) complexity, matching the lower bound. Under expected αα-symmetric generalized smoothness, the STORM recursion couples gradient-dependent smoothness with distance-dependent noise, leading to complexity O(ε−(4+α))O(\varepsilon^{-(4+α)}) for α∈(0,1)α\in(0,1) and O(ε−5)O(\varepsilon^{-5}) for α=1α=1. When the distance-growth parameter in the noise model vanishes, our guarantees recover the standard bounded-variance rates: O(ε−4)O(\varepsilon^{-4}) for momentum, O(ε−3)O(\varepsilon^{-3}) for variance reduction, and O(ε−2)O(\varepsilon^{-2}) in the deterministic case. To our knowledge, these are the first convergence guarantees for normalized methods in non-convex stochastic optimization under BG\mathsf{BG}-0 noise without bounded domains, increasing batch sizes, or explicit anchoring, covering both standard and generalized smoothness regimes.
May 13, 2026cs.LG

Do Heavy Tails Help Diffusion? On the Subtle Trade-off Between Initialization and Training

Recent works have proposed incorporating heavy-tailed (HT) noise into diffusion- and flow-based generative models, with the goals of better recovering the tails of target distributions and improving generative diversity. This motivation is intuitive: if the data are heavy-tailed, HT noise may appear better matched than light-tailed (LT) Gaussian noise. However, replacing Gaussian noise by HT noise also changes the underlying estimation problem. In this paper, we revisit this paradigm through a combined theoretical and empirical study, establishing sampling-error bounds for two representative diffusion models driven by HT and LT noise. We show that HT noise makes the statistical estimation problem harder, leading to less favorable sampling-error bounds. We support these findings with experiments on synthetic and real-world datasets, empirically recovering the predicted error trade-off. Our results call into question a growing design trend in generative modeling and challenge the use of HT noise to improve rare-region exploration.
May 11, 2026cs.LG

Couple to Control: Joint Initial Noise Design in Diffusion Models

Diffusion models typically generate image batches from independent Gaussian initial noises. We argue that this independence assumption is only one choice within a broader class of valid joint noise designs. Instead, one can specify a coupling of the initial noises: each noise remains marginally standard Gaussian, so the pretrained diffusion model receives the same single-sample input distribution, while the dependence across samples is chosen by design. This reframes initial-noise control from selecting or optimizing individual seeds to designing the dependence structure of a multi-sample gallery. This view gives a general framework for initial-noise design, covering several existing methods as special cases and leading naturally to new coupled-noise constructions. Coupled noise can improve generation on its own without adding sampling cost, and it is flexible enough to serve as a structured initialization for optimization-based pipelines when additional computation is available. Empirically, repulsive Gaussian coupling improves gallery diversity on SD1.5, SDXL, and SD3 while largely preserving prompt alignment and image quality. It matches or outperforms recent test-time noise-optimization baselines on several diversity metrics at the same sampling cost as independent generation. Subspace couplings also support fixed-object background generation, producing diverse, natural backgrounds compared with specialized inpainting baselines, with a tunable trade-off in foreground fidelity.
May 1, 2026cs.CV

Colorful-Noise: Training-Free Low-Frequency Noise Manipulation for Color-Based Conditional Image Generation

Text-to-image diffusion models generate images by gradually converting white Gaussian noise into a natural image. White Gaussian noise is well suited for producing diverse outputs from a single text prompt due to its absence of structure. However, this very property limits control over, and predictability of, specific visual attributes, as the noise is not human-interpretable. In this work, we investigate the characteristics of the input noise in diffusion models. We show that, although all frequencies in white Gaussian noise have comparable statistical energy, low-frequency components primarily determine the images global structure and color composition, while high-frequency components control finer details. Building on this observation, we demonstrate that simple manipulations of the low-frequency noise using low-frequency image priors can effectively condition the generation process to reconstruct these low-frequency visual cues. This allows us to define a simple, training-free method with minimal overhead that steers overall image structure and color, while letting high-frequency components freely emerge as fine details, enabling variability across generated outputs.
Apr 29, 2026cs.LG

Super-resolution Multi-signal Direction-of-Arrival Estimation by Hankel-structured Sensing and Decomposition

Motivated by sensing modalities in modern autonomous systems that involve hardware-constrained spatial sampling over large arrays with limited coherence time, we develop a novel framework for rapid super-resolution multi-signal direction-of-arrival (DoA) estimation based on Hankel-structured sensing and data matrix decomposition of arbitrary rank, under both the L2L_2 and L1L_1-norm formulation. The resulting L2L_2-norm estimator is shown to be maximum-likelihood optimal in white Gaussian noise. The L1L_1-norm estimator is shown to be maximum-likelihood optimal in independent, identically distributed (i.i.d.) isotropic Laplace noise, offering broad robustness to impulsive interference and corrupted measurements commonly encountered in practice. Extensive simulations demonstrate that the proposed methods exhibit powerful super-resolution capabilities, requiring significantly lower SNR and achieving substantially higher resolution probability than recent competing approaches.
Apr 19, 2026cs.AI

Language models recognize dropout and Gaussian noise applied to their activations

We provide evidence that language models can detect, localize and, to a certain degree, verbalize the difference between perturbations applied to their activations. More precisely, we either (a) mask activations, simulating dropout, or (b) add Gaussian noise to them, at a target sentence. We then ask a multiple-choice question such as "Which of the previous sentences was perturbed?" or "Which of the two perturbations was applied?". We test models from the Llama, Olmo, and Qwen families, with sizes between 8B and 32B, all of which can easily detect and localize the perturbations, often with perfect accuracy. These models can also learn, when taught in context, to distinguish between dropout and Gaussian noise. Notably, Qwen3-32B's zero-shot accuracy in identifying which perturbation was applied improves as a function of the perturbation strength and, moreover, decreases if the in-context labels are flipped, suggesting a prior for the correct ones -- even modulo controls. Because dropout has been used as a training-regularization technique, while Gaussian noise is sometimes added during inference, we discuss the possibility of a data-agnostic "training awareness" signal and the implications for AI safety.
Sep 18, 2025cs.LG

Efficient Conformal Prediction for Regression Models under Label Noise

In high-stakes scenarios, such as medical imaging applications, it is critical to equip the predictions of a regression model with reliable confidence intervals. Recently, Conformal Prediction (CP) has emerged as a powerful statistical framework that, based on a labeled calibration set, generates intervals that include the true labels with a pre-specified probability. In this paper, we address the problem of applying CP for regression models when the calibration set contains noisy labels. We begin by establishing a mathematically grounded procedure for estimating the noise-free CP threshold. Then, we turn it into a practical algorithm that overcomes the challenges arising from the continuous nature of the regression problem. We evaluate the proposed method on two medical imaging regression datasets with Gaussian label noise. Our method significantly outperforms the existing alternative, achieving performance close to the clean-label setting.
Sep 27, 2024math.NA

Probabilistic Analysis of Least Squares, Orthogonal Projection, and QR Factorization Algorithms Subject to Gaussian Noise

We consider the effect of Gaussian perturbations on least-squares residuals, orthogonal projections, and QR-type algorithms. The problem that motivated our investigations is as follows: suppose that a full column-rank matrix B∈Rm×nB\in\mathbb{R}^{m\times n} has already been computed, and suppose that a new normalized column q=(x+y)/∥x+y∥2q=(x+y)/\|x+y\|_2 is to be appended to BB, where x⊥span⁡(B)x\perp\operatorname{span}(B) is the ideal orthogonal component and yy represents the orthogonalization error. How large can the condition number κ([B,q])κ([B,q]) of the resulting matrix [B,q][B,q] become? While we provide a Weyl-type bound on the singular values of [B,q][B,q], in terms of the extremal singular values of BB and the quantity ∥BTy∥2/∥x+y∥2\|B^T y\|_2/\|x+y\|_2, we also derive exact probability laws for norms and projection residuals under Gaussian perturbations. Finally, we use these probability laws to derive probabilistic condition-number bounds for QR-type processes with imperfect orthogonalization and exact normalization.