Generalized Linear Models

Count data pose a challenge for score-matching-based causal discovery: derivatives are unavailable, and simply replacing them with finite differences does not generally suffice for causal discovery. We generalize SCORE's constant-curvature criterion (Rolland et al., 2022) by conditioning on the node's value, yielding the conditional curvature score (CCS) for ordering. We also extend curvature-based parent recovery through the off-diagonal curvature score (OCS), enabling directed acyclic graph (DAG) recovery with both scores constructed from score functions for continuous data and concrete scores for counts. In the bivariate setting, zero CCS exactly characterizes a semiparametric generalized linear model (GLM) conditional form in which the conditional family need not be specified in advance, unlike in classical GLMs. For bivariate semiparametric GLM DAGs under our regularity condition, canonical-parameter nonlinearity is necessary and sufficient for identifiability. In multivariate DAGs, this nonlinearity enables DAG recovery through CCS and OCS. Our framework identifies a new class of semiparametric GLM DAGs that strictly contains the nonlinear Gaussian ANM class identified by SCORE. We introduce DISCO (DIscrete SCOre), a count-DAG recovery algorithm that estimates CCS and OCS using discrete diffusion. Experiments demonstrate accurate DAG recovery across Poisson, negative binomial, binomial, and mixed-family settings, as well as scalability to 1,000-node DAGs on a single GPU.

Hierarchical data is ubiquitous in the empirical sciences and is most commonly analyzed with generalized linear mixed-effects models (GLMMs). Bayesian inference for GLMMs yields calibrated uncertainty but requires MCMC; the No-U-Turn Sampler (NUTS) is the gold standard but is slow and must restart from scratch for every new dataset, model and prior. We introduce metabeta, a pretrained neural network for prior-amortized in-context Bayesian inference over GLMMs. Unlike previous neural posterior estimators that fix the prior at training time, metabeta accepts prior families and hyperparameters as inputs at test time, enabling zero-shot generalization. Two set transformers and conditional normalizing flows mirror the posterior's two-level structure (global parameters shared across groups, local parameters per group). The model is trained on millions of realistic simulated datasets spanning continuous, binary, and count outcomes. By default, the flow posterior is refined by Independence Metropolis-Hastings against the unnormalized posterior, so its correctness rests on the sampler rather than the network; this yields tuning-free inference two to three orders of magnitude faster than NUTS. Alternatively, the flow can warm-start NUTS, giving nearly identical inference with substantially increased speed and stability. On controlled benchmarks with ground-truth parameters, metabeta matches NUTS in parameter recovery, calibration and out-of-sample prediction. On out-of-distribution real datasets, its posteriors closely match those of NUTS across all parameter types, and they remain faithful under misspecified likelihoods and priors, out-of-distribution predictors, collinear designs, and data-poor regimes. The model is open-source and open-weights and thus immediately deployable.

Scalable Bayesian inference for generalized linear mixed models (GLMMs) provides uncertainty-aware analysis of correlated longitudinal data, but existing scalable approaches largely assume low-dimensional tabular predictors and do not directly accommodate high-dimensional modalities such as images and text. We address this limitation by learning one or more modality-specific neural encoders jointly with a GLMM objective, then performing variance-corrected stochasticgradient MCMC for the GLMM parameters conditional on the learned representation. This conditional-Bayes design combines supervised representation learning with posterior uncertainty quantification for population-level effects, subjectspecific heterogeneity, and modality-level random slopes. The resulting model preserves interpretable fixed and random effects for structured covariates and learned modalities while scaling gracefully to large longitudinal datasets. In simulation studies, our method recovers posterior means and variance estimates from full-data MCMC benchmarks after covariance correction. We further evaluate uncertainty through parameter-level interval coverage in simulations and predictive calibration on held-out data. Applications to glaucoma progression and adolescent mental health demonstrate that the framework allows nuanced assessment of the relative importance of each modality on both individual and population levels without sacrificing predictive performance.

Distributed stochastic gradient descent (SGD) is limited by communication rather than computation, since each iteration requires an AllReduce across processes. Communication-avoiding SGD (CA-SGD) amortizes communication over $s$ iterations by replacing $s$ consecutive AllReduces with a single AllReduce of an $sb\times sb$ Gram matrix, trading more computation and bandwidth for fewer synchronization points. Modern GPUs with matrix hardware and reduced-precision formats offset this by accelerating the Gram GEMM and shrinking BF16 traffic. We study mixed-precision CA-SGD for generalized linear models on NVIDIA GPUs. Our finite-precision analysis decomposes the local rounding error of one CA-SGD outer iteration into nine independent precision choices, depending on the hardware only through its low-precision unit roundoffs, so the resulting recipes transfer in principle across GPU generations. The recipe stores the input matrix and margin vector in low precision, computes the Gram matrix from low-precision inputs with high-precision accumulation, communicates it in high precision, and performs the inner recurrence and weight updates in high precision. On NERSC Perlmutter A100 GPUs, mixed-precision CA-SGD matches FP32 SGD loss within $0.5\%$ on logistic, linear, and Poisson problems and reaches $5.1$--$6.8\times$ speedup over FP32 SGD on epsilon, SUSY, HIGGS, synth, and Poisson-synth. Our software is available at https://doi.org/10.5281/zenodo.20448273

Finding D-optimal designs for generalized linear models (GLMs) is challenging due to the dependence of the Fisher information matrix on unknown parameters and the lack of closed-form solutions, particularly when input factors include both discrete and continuous variables. Although classical algorithms and recent metaheuristic approaches have offered partial solutions, there remains a need for robust and computationally efficient methods. In this paper, we propose a penalized Particle Swarm Optimization (PSO) approach, named $p$-PSO. Here we introduce a new, general-purpose penalty formulation for constrained optimization and demonstrate its effectiveness in optimal design problems. The formulation is algorithm-agnostic and applicable to a broad class of black-box optimization methods. Results show that the method is highly efficient, with its primary contribution being a penalty formulation that enables the direct use of an off-the-shelf PSO algorithm and extends naturally to more general constrained optimization tasks.

We study online estimation for high-dimensional generalized linear models with streaming data. First, for the non-distributed setting, we propose a gradient-enhanced surrogate loss that approximates the cumulative loss using only historical summaries, which modifies and improves upon the existing renewable estimation approach for the same model in the high-dimensional setting, and removes the batch-number constraint in previous studies. We then extend the method to distributed streaming data under the master-client architecture, where batches are partitioned across sites and only summaries (gradient vectors) are exchanged. Instead of directing applying the popular method of Jordan et al. (2019) to the surrogate quadratic loss, our adjusted approach does not require the clients to compute the full surrogate loss. We derive non-asymptotic error bounds under the high-dimensional scaling, without the stringent constraint on the number of batches in the previous studies. Simulation results under linear and logistic models, together with a real-data application, show improved accuracy over existing renewable estimators.

Transfer learning is a natural strategy when a target population has limited data but multiple related auxiliary sources are available. A central difficulty is source heterogeneity: auxiliary sources may not be equally useful, and their usefulness may vary in a structured, cluster-like fashion. Existing transfer-learning methods often reduce source selection to a binary informative/non-informative decision, overlooking subgroups of sources with differential transferability. Motivated by a suicide-risk study using data from the Connecticut Hospital Information Management Exchange (CHIME), comprising 636,758 patients across 27 hospitals, we propose Trans-GLMC, a cluster-structured transfer-learning procedure for generalized linear models. The CHIME setting illustrates the core challenge: hospital-specific risk models are unstable because suicide attempts are rare at any single facility, whereas indiscriminate pooling across hospitals can obscure facility-level differences in patient mix and risk profiles. Trans-GLMC first constructs a coefficient-based distance among the target and candidate sources to recover latent source clusters. It then combines global fusion, within-cluster refinement, and target debiasing to produce an estimator that adapts to the detected structure. We establish a non-asymptotic error bound that improves over its unclustered counterpart whenever a meaningful target cluster exists and matches the unclustered rate up to constants otherwise. In simulations and in the CHIME study, Trans-GLMC improves facility-specific prediction, identifies interpretable communities of hospitals with mutual transferability, and recovers clinically coherent suicide-risk factors.

The GSM-Symbolic benchmark (Mirzadeh et al., 2025) reported consistent performance drops across 25 Large Language Models (LLMs) when tested on template-generated variants of GSM8K problems, concluding that the models lack genuine reasoning capabilities. We argue that this conclusion rests on shaky statistical ground. Re-evaluating 20 open-weight models using bootstrapped Generalised Linear Mixed Models with per-question random effects, we find that only 8 exhibit statistically significant performance changes under the original prompt format. Moreover, we identify a previously unacknowledged factor: the distribution of integers in problem texts of the main GSM-Symbolic dataset is systematically shifted towards larger values relative to the original GSM8K (K-S statistic = 0.12, p < 0.001), contradicting the original authors' claims. Controlling for this large-number effect accounts for significance in half of the remaining cases. Among models with statistically significant performance deltas, we identify distinct, model-specific behavioural failure profiles -- including fragility of variable binding, arithmetic limitations, and dual-task interference -- underscoring that blanket claims about LLM reasoning risk being both statistically premature and mechanistically misleading.

We study nonstationary generalized linear bandits (GLBs), where the expected reward is modeled through a nonlinear link function with an unknown time-varying parameter. This framework encompasses a broad class of reward models, including linear, Bernoulli, and binomial rewards. Existing approaches are predominantly based on maximum-likelihood estimation (MLE), using sliding-window, restart, or discounting mechanisms to handle nonstationarity. Although these methods achieve statistically efficient regret guarantees, they generally require revisiting past observations at every round, which leads to computation and memory costs that grow with time; moreover, several of them rely on a non-convex projection step. In this paper, we propose DOMD-GLB, a new algorithm for nonstationary GLBs that utilizes discounted online mirror descent (DOMD) for parameter estimation, thereby incurring only $O(1)$ computation and memory costs per round. We prove dynamic regret bounds of order $\tilde{O} \big(c_μ^{-1/2} d^{3/4} P_T^{1/4} T^{3/4}\big)$ in drifting environments and $\tilde{O}\big(c_μ^{-1/3} d^{2/3} Γ_T^{1/3} T^{2/3}\big)$in piecewise-stationary environments, where $d$ denotes the feature dimension, $T$ the time horizon, $P_T$ the path length, $Γ_T$ the number of change points, and $c_μ$ a curvature parameter associated with the link function, while substantially improving computational efficiency over prior work. To the best of our knowledge, this is the first algorithm for nonstationary GLBs with per-round computation and memory costs independent of time.

Backdoor poisoning attacks behave counter-intuitively in high dimensions: stronger training triggers can help the defender. We study regularised generalised linear models on Gaussian-mixture data in the proportional regime ($p/n \to κ$), varying the training trigger strength $α$ against a fixed test trigger. Three phenomena emerge: (i) clean test accuracy increases with $α$; (ii) attack success peaks at a finite $α$ and then declines; and (iii) the most damaging trigger direction is the minimum eigenvector of the data covariance. We prove all three results in closed form for the squared loss, and extend (i) and (ii) to general convex GLM losses via a Gaussian-proxy fixed-point system. We identify a finite-sample noise floor proportional to $κ$ as the mechanism behind (i), invisible to classical $n \gg p$ analysis. Experiments on CIFAR-10 and Gaussian surrogates match the theory closely; ResNet-18 experiments show the same phenomena beyond the convex setting.

GPUs have significantly accelerated first-order methods for large-scale optimization, especially in continuous optimization. However, this success has not transferred cleanly to problems with discrete variables, combinatorial structure, and nonlinear objectives, such as certifying optimal solutions for cardinality-constrained generalized linear models. Major challenges include the sequential processing of heterogeneous nodes in branch and bound (BnB) and frequent data movement between the CPU and GPU. We propose a simple, generic, and modular CPU--GPU framework that processes multiple BnB nodes in batches on GPUs. The framework is built around a small set of GPU-efficient routines and uses padding together with lightweight custom kernels to handle irregular node data structures. Experiments show one to two orders of magnitude speedups and zero optimality gap on challenging instances. The framework can also be extended to collect the entire Rashomon set, enabling downstream statistical analysis such as variable-importance analysis and model selection under secondary user-specific measures (e.g., AUC in classification).

We formally introduce a class of models inspired by renormalization group (RG) theory, built on additive hierarchical expansions analogous to those appearing in functional ANOVA and mixed-effects models. Like ReLU convolutional neural networks, they are almost everywhere locally linear; unlike ReLU networks, their partition structure is explicit, interpretable, and easy to modify or constrain. In these models, one defines a multidimensional lattice partition of the input space and uses it to scaffold variations in regression parameters. Each dimension of the lattice corresponds to an attribute by which the statistics of the problem may vary. The parameters are themselves expressed in the form of an expansion, where each term captures variations relative to a lower (coarser) interaction scale. These models admit multiple equivalent interpretations: as piecewise GLMs, as hierarchical mixed-effects regressions, or as regression trees with structured parameter sharing. Since RG motivates the design of these models, we use techniques from statistical physics -- specifically replica analysis -- to study their generalization properties. Specifically, we analyze the behavior of the Watanabe-Akaike Information Criterion (WAIC) as a proxy for generalization loss. This analysis yields two practical results: (i) guidance on the lattice design as a function of dataset size and predictor dimensionality; and (ii) a principled scaling law for the regularization prior when adding higher-order terms to the expansion so that one can increase model complexity without an expected increase in generalization loss. We evaluate the methodology on public datasets and find performance competitive against both blackbox methods and other intrinsically interpretable approaches.

Converting betting odds into accurate outcome probabilities is a fundamental challenge in order to use betting odds as a benchmark for sports forecasting and market efficiency analysis. In this study, we propose two methods to overcome the limitations of existing conversion methods. Firstly, we propose an odds-only method to convert betting odds to probabilities without using historical data for model fitting. While existing odds-only methods, such as Multiplicative, Shin, and Power exist, they do not adjust for biases or relationships we found in our betting odds dataset, which consists of 90014 football matches across five different bookmakers. To overcome these limitations, our proposed Odds-Only-Equal-Profitability-Confidence (OO-EPC) method aligns with the bookmakers' pricing objectives of having equal confidence in profitability for each outcome. We provide empirical evidence from our betting odds dataset that, for the majority of bookmakers, our proposed OO-EPC method outperforms the existing odds-only methods. Beyond controlled experiments, we applied the OO-EPC method under real-world uncertainty by using it for six iterations of an annual basketball outcome forecasting competition. Secondly, we propose a generalised linear model that utilises historical data for model fitting and then converts betting odds to probabilities. Existing generalised linear models attempt to capture relationships that the Efficient Market Hypothesis already captures. To overcome this shortcoming, our proposed Favourite-Longshot-Bias-Adjusted Generalised Linear Model (FL-GLM) fits just one parameter to capture the favourite-longshot bias, providing a more interpretable alternative. We provide empirical evidence from historical football matches where, for all bookmakers, our proposed FL-GLM outperforms the existing multinomial and logistic generalised linear models.

We consider the problem of heteroskedastic generalized linear bandits (GLBs) with adversarial corruptions, which subsumes heteroskedastic linear bandits and logistic/Poisson bandits, in the presence of adversarial corruptions. We propose HCW-GLB-OMD, which consists of two components: an online mirror descent (OMD)-based estimator and Hessian-based confidence weights to achieve corruption robustness. This is computationally efficient in that it only requires ${O}(1)$ space and time complexity per iteration. Under the self-concordance assumption on the link function, we show a regret bound of $\tilde{O}\left( d \sqrt{\sum_t g(τ_t) \dotμ_{t,\star}} + d^2 g_{\max} κ+ d (g_{\max} + κ) C \right)$, where $\dotμ_{t,\star}$ is the slope of $μ$ around the optimal arm at time $t$, $g(τ_t)$'s are potentially exogenously time-varying dispersions (e.g., $g(τ_t) = σ_t^2$ for heteroskedastic linear bandits, $g(τ_t) = 1$ for Bernoulli and Poisson), $g_{\max} = \max_{t \in [T]} g(τ_t)$ is the maximum dispersion, and $C \geq 0$ is the total corruption budget of the adversary. We complement this with a lower bound of $\tildeΩ(d \sqrt{\sum_t g(τ_t) \dotμ_{t,\star}} + d C)$, unifying previous problem-specific lower bounds. Thus, our algorithm achieves, up to a $κ$-factor in the corruption term, instance-wise minimax optimality simultaneously across various instances of heteroskedastic GLBs with adversarial corruptions.

In this work, we introduce $\textit{basic inequalities}$ for first-order iterative optimization algorithms, forming a simple yet versatile framework which connects implicit and explicit regularization. Building on related comparison inequalities for optimization iterates that already exist in the literature, we extend and unify these arguments to produce a general framework, which can be used as a tool for statistical analysis. In more detail, let $f$ denote the objective function to be optimized. Given a first-order iterative algorithm initialized at $θ_0$, with current iterate $θ_T$, the basic inequality upper bounds $f(θ_T) - f(z)$ for any reference point $z$ in terms of the accumulated step sizes, and the distances between $θ_0$, $θ_T$, and $z$. These distances are measured in a geometry inherent to the optimization algorithm, which then translates into a notion of regularization being applied across the path of iterates. In addition to refining existing results on gradient descent, we provide new results for mirror descent and other first-order methods. We then show how to use these basic inequalities to derive elementary yet useful bounds on the prediction risk of early-stopped gradient descent and exponentiated gradient descent iterates in generalized linear models. We also supplement these findings with numerical experiments.

We provide a unified algorithmic framework for ensemble sampling in nonlinear contextual bandits and develop corresponding regret bounds for two most common nonlinear contextual bandit settings: Generalized Linear Model Ensemble Sampling (GLM-ES) for generalized linear contextual bandits and Neural Ensemble Sampling (Neural-ES) for neural contextual bandits. Both methods maintain multiple estimators for the reward model parameters via maximum likelihood estimation on randomly perturbed data. We prove high-probability frequentist regret bounds of $\widetilde{\mathcal{O}}(d^{3/2} \sqrt{T} + d^{4})$ for GLM-ES and $\widetilde{\mathcal{O}}(\widetilde{d}^{3/2} \sqrt{T})$ for Neural-ES, where $d$ is the dimension of feature vectors, $\widetilde{d}$ is the effective dimension of a neural tangent kernel (NTK) matrix and $T$ is the number of rounds. The regret bound of GLM-ES matches the state-of-the-art result of randomized exploration algorithms in generalized linear bandit setting. In the theoretical analysis, we introduce techniques that address challenges specific to nonlinear models. Practically, we remove fixed-time horizon assumption by developing anytime versions of our algorithms, suitable when $T$ is unknown. Finally, we empirically evaluate GLM-ES, Neural-ES and their anytime variants, demonstrating strong performance. Overall, our results establish ensemble sampling as a provable and practical randomized exploration approach for nonlinear contextual bandits.

Mixtures of experts (MoE) are conditional mixture models in which both the mixing proportions and the component densities depend on the predictors, and are widely used for regression, classification and model-based clustering of heterogeneous data. Fitting MoE by maximum likelihood becomes unstable, and sometimes infeasible, when the predictors are numerous or correlated. We propose a regularized maximum likelihood framework for simultaneous parameter estimation and feature selection in MoE whose experts belong to the generalized linear model family, covering Gaussian, Poisson and multinomial responses within a single formulation. Sparsity is induced in both the gating network and the experts through $\ell_1$ penalties, and the penalized log-likelihood is maximized by a proximal Newton-EM algorithm whose M-step reduces to weighted Lasso problems with closed-form coordinate-ascent updates. Unlike existing penalized MoE procedures, the algorithm requires neither a local quadratic approximation of the penalty nor any matrix inversion, it returns exactly sparse estimates without thresholding, and a proximal Newton-type variant guarantees a monotone increase of the penalized objective at every iteration. On simulated data and five real data sets, the method recovers the actual sparsity support and delivers prediction and clustering accuracy that is competitive with, and often better than, state-of-the-art regularized MoE. The source codes of our developed algorithms and their documentation are publicly available on Github at https://github.com/nv-thin/GLM-RMoE.