Importance Sampling

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26 papers

Latest in Importance Sampling

Sep 16, 2026econ.EM

Stable Policy Learning

In evidence-based policymaking, typically one experimental sample is observed, then a learned policy recommendation is implemented at scale. Policies learned from the experimental data can perform well in expected welfare, yet random sampling in the experiment can produce recommendations with poor welfare outcomes. In this paper, we ask: how should policy learning algorithms balance expected welfare against sampling risk? Our main contribution is to show that algorithmic stability plays a central role in characterizing and navigating the tradeoff. Intuitively, if a policy learning algorithm's recommendation remains stable when one experimental unit is replaced, then that algorithm has limited sampling risk. We propose a method for policy learning called policy-vote bagging, which learns treatment decisions on many subsamples then averages their votes into treatment probabilities. Relative to using one subsample, averaging across subsamples preserves expected welfare and improves expected utility for a risk-averse researcher. We derive sharp bounds linking estimation accuracy, subsample size, and welfare variation, including an exact guarantee under CARA utility.
Harvey Barnhard, Giacomo Opocher, Rahul Singh
Jul 20, 2026cs.RO

Importance Sampling and PCA for Finding Failures in Commercial Autonomous Vehicles

Methods for discovering rare failures in autonomous systems have so far been demonstrated almost exclusively in simulations with simple, academic driving stacks, leaving open whether they generalize to the more robust planners used in commercial systems. We address this gap by applying two rare-event discovery algorithms to a commercial autonomous trucking stack. Adaptive stress testing (AST) uses reinforcement learning to search for the most likely noise trajectories leading to a simulated collision, while diffusion-based failure sampling (DiFS) trains a denoising diffusion model to sample a diverse set of failures. We show that both algorithms find simulated collisions during merge and cut-in maneuvers where traditional Monte Carlo simulation does not. To make these failures actionable, we introduce a statistical analysis based on principal component analysis (PCA) that classifies failures into common modes and identifies the timesteps that most influence the outcome. We cluster the principal components and invert the PCA transform to recover generalized noise trajectories, and show that these trajectories reproduce failures in identical and similar scenarios. This provides a path from failure discovery to systematic diagnosis of perception-level flaws.
Hailey Warner, Duncan Eddy, Shreya Parjan +6
Jul 16, 2026cs.LG

Kernel weighted importance sampling for off-policy evaluation in contextual bandits

This article presents a novel estimator for performing off-policy evaluation using only offline data for contextual bandits. The proposed estimator, Kernel-WIS is demonstrated to be asymptotically consistent and to empirically outperform strong baselines (including vanilla weighted importance sampling), particularly under complex conditions including behaviour policy miss-specification. The benefit of Kernel-WIS is derived from combining the bounded property of vanilla weighted importance sampling with the linearity of vanilla importance sampling.
Joshua Spear, Matthieu Komorowski, Rebecca Pope +2
Jul 13, 2026cs.LG

Rank-Conditioned Sample Reuse for the Plackett--Luce Best-of-KK Objective

We study the coupled objective J_K^WOR = E_{S ~ PL-WOR_K}[max_{i in S} R_i]: the expected maximum reward of a size-K Plackett-Luce draw without replacement, the law of Gumbel-Top-K / Stochastic Beam Search decoding. This estimand differs from the conventional i.i.d. objective J_K^iid = E[max_{i<=K} R_i] targeted by existing sample-reuse Max@K estimators, and reusing their i.i.d. weights under the coupled sampler is provably biased (a closed-form three-item instance gives E[g_iid] = (4/5) grad J_K^WOR exactly; pass@K under the coupled sampler is the binary-reward special case). Generic joint-score REINFORCE is already unbiased for J_K^WOR; what it lacks is sample reuse. Our contribution is to instantiate standard rank-conditioned Horvitz-Thompson estimation for the J_K^WOR subset total: from one Gumbel-Top-n pool (n>K) and its observed priority threshold we build an estimator that reuses all C(n,K) embedded K-subsets, unbiased with an unbiased exact score-function surrogate gradient, plus a reward-sorted Max-specific dynamic program that collapses the C(n,K)-term subset sum (with K!-cost set probabilities) exactly to a one-dimensional integral. A fixed-Q quadrature evaluation costs O(n log n + nKQ) arithmetic and is numerically, not algebraically, exact; no epsilon-approximation rate is certified. Each nonzero degree-K Horvitz-Thompson term has finite second moment exactly when n >= 2K; under the same assumptions the full surrogate gradient has finite second moment whenever n >= 2K (sharpness there is open). At K=1 the construction recovers classical priority sampling. All quantities require only the values and differentiable computation graphs of the n+1 drawn items' probabilities, so finite structured sequence policies sampled by exact SBS are covered. A certified finite-Q quadrature bound and countably infinite support remain open. Validation code is included as ancillary files.
Melveena Jolly, Midhun Xavier
Jul 7, 2026stat.ML

Heat-Kernel Entropy Profiles and Geometric Effective Sample Size for Weighted Measures on Manifolds

Weighted empirical measures on compact manifolds arise in importance sampling, particle approximations, posterior summaries, quadrature, and representation learning. Standard weight-only summaries, such as ordinary effective sample size, ignore the geometry of the support. We introduce heat-kernel entropy profiles, a multiscale summary that diffuses weighted atoms by intrinsic heat flow and tracks nonuniformity across scales. For order-two Rényi entropy, the profile is computable from pairwise heat-kernel overlaps and yields a geometric effective sample size that discounts nearby or duplicate particles while matching ordinary effective sample size for well-separated particles. We prove monotonicity, small- and large-scale asymptotics, deterministic-weight consistency, and a bounded-ratio self-normalized importance-sampling extension for compact manifolds without boundary. On spheres, the unlogged profile decomposes into spherical-harmonic energies that recover mean-direction, von Mises-Fisher-type, and Bingham-type summaries. Sphere-based experiments show that the profile reveals antipodal, girdle, multimodal, and duplicate-particle structure missed by weight-only and first-moment spherical summaries.
Kisung You
Jul 6, 2026cs.CL

Turning Off-Policy Tokens On-Policy: A Plug-in Approach for Improving LLM Alignment

Reinforcement learning (RL) post-training for large language models (LLMs) follows a efficient paradigm of "rollout then update", which inevitably results in off-policy training data. To resolve this, Importance sampling (IS) is proposed, while the token-level ratios compound over long sequences, causing severe variance exploded. A natural idea is "transferring" these off-policy token into on-policy token, so that the importance scores for correction are unnecessary. Following this idea, we propose Selective Importance Sampling (SIS), which is inspired by rejection sampling. Concretely, SIS implements by viewing off-policy model as proposal distribution, and implement a token-level rejection test: accepted tokens are viewed as on-policy, so that receive unit importance score, while rejected tokens retain the standard IS correction. Our proposed SIS is theoretically proved reducing the gap between token-level and sequence-level off-policy gradient estimators. The SIS acts as a plug-in that only modifies the importance ratio in the policy loss, adding negligible wall-clock overhead, and can be combine with a vast vary of RL post-training algorithms. Experiments on dense and MoE LLMs across math and agent benchmarks show that SIS consistently improves all objectives, while providing substantially stronger robustness under off-policy data.
Yu Li, Xiuyu Li, Mingyang Yi +4
Jul 2, 2026stat.ML

Full Bayesian Reinforcement Learning via LF-IBIS

Reinforcement Learning (RL) is a sequential decision-making framework in which an agent learns optimal policies through interaction with an environment by maximizing cumulative rewards. Among RL methods, Bayesian Reinforcement Learning (BRL) addresses common practical challenges related to data scarcity by leveraging prior knowledge about the environment and sequential belief updates. However, most BRL approaches require an explicit likelihood function, which is frequently inaccessible or intractable in real-world settings. We propose Likelihood-Free Iterated Batch Importance Sampling (LF-IBIS), a novel algorithm for BRL that updates the agent's beliefs online as new interactions become available. By combining Approximate Bayesian Computation with Iterated Batch Importance Sampling, LF-IBIS enables full Bayesian inference in settings where the environment dynamics are not described by an explicit or tractable likelihood. The method yields approximate posterior distributions over both environment parameters and optimal policies, providing a quantification of policy uncertainty useful for a Bayesian treatment of the exploration-exploitation trade-off. We test the method on a simulation study in response-adaptive randomization in clinical trials, where closed-form posteriors enable validation. Additional experiments address settings where the posterior has no closed form and illustrate online policy updating based on the posterior distribution of the optimal policy.
Stefano Masini, Cecilia Viscardi, Michela Baccini
Jun 7, 2026cs.LG

Sample Where You Struggle: Sharpening Base Model Reasoning via Entropy-Guided Power Sampling

Sampling from the sequence-level power distribution pαp^α elicits RL-level reasoning from base language models without any parameter updates, but the standard Metropolis--Hastings (MH), a Markov Chain Monte Carlo (MCMC) sampler, is both expensive and slow-mixing. We trace both to a structural mismatch: pαp^α mainly departs from pp at a sparse, spatially clustered set of high-entropy decision points, yet MH proposes resampling positions uniformly along the prefix -- wasting compute on near-degenerate conditionals while under-mixing precisely where modes diverge. We propose Entropy-Guided Power Sampling (EGPS), a training-free and verifier-free sampler that re-derives its proposal from token-level entropy already in the forward pass. EGPS skips deterministic blocks, localizes each MCMC move to a high-entropy neighborhood, and applies Multiple-Try Metropolis at decision points -- making sampling cost scale with \emph{entropy mass rather than sequence length}. On Qwen2.5-Math-7B, EGPS reaches best or tied-best accuracy on all three benchmarks (MATH500 75.8%75.8\%, HumanEval 62.2%62.2\%, GPQA 42.4%42.4\%) at up to a 12.6×12.6\times wall-clock speedup over the MH baseline.
Hong Guo, Nianhui Guo, Christoph Meinel +1
Jun 6, 2026cs.CL

Diffusion Language Model Parallel Decoding via Product-of-Experts Bridge

Diffusion language models (DLMs) offer substantial speed advantages through parallel decoding, but the lack of token dependencies limits generation quality compared to autoregressive (AR) models. Recent progress attempts to bridge the gap via importance sampling, with DLM being the proposal and AR being the target. However, due to the huge gap between their distributions, the sampling requires a large number of particles and is thus expensive to compute. In this paper, we introduce PoE-Bridge, a novel decoding framework that drastically improves generation speed and accuracy by introducing an intermediate distribution to bridge the gap. The distribution is constructed as a Product-of-Experts (PoE) of the DLM proposal and the AR target. With the intermediate distribution, we first use the DLM to draft multiple continuations in parallel, then apply rejection sampling to verify the drafted tokens and move the resulting candidates toward the PoE. We then use importance sampling to further correct the PoE-aligned candidates toward the AR target. We further propose several improved techniques, including mixed-temperature sampling for enhanced diversity and elastic rejection windows for reducing wasted verification. Empirically, PoE-Bridge achieves significantly improved accuracy with 5×5\times speedup over the standard DLM decoding approach, and recovers at least 95% of the target AR model's performance, efficiently advancing most of the quality gap on challenging mathematical reasoning and coding tasks. Our code is available at https://github.com/juntongshi48/poe-bridge.
Juntong Shi, Brian L. Trippe, Jure Leskovec +2
Jun 3, 2026cs.LG

Enhancing the MADDPG Algorithm for Multi-Agent Learning via Action Inference and Importance Sampling

We investigate multi-agent deep reinforcement learning and propose two enhancements to the Multi-Agent Deep Deterministic Policy Gradient (MADDPG) algorithm. First, we introduce a novel Action Inference mechanism that enables each agent to predict other agents' intended actions, thereby improving the accuracy and stability of its own policy. Second, we apply an importance sampling strategy, using geometric distribution, in the replay buffer to prioritize more recent and informative experiences, which helps mitigate the non-stationarity inherent in multi-agent environments. We evaluate both modifications on the discrete-action Predator-Prey task provided by the PettingZoo library, a flexible Python interface for general multi-agent reinforcement learning benchmarks. Our results indicate that Action Inference is effective in improving learning stability and inter-agent cooperation and that importance sampling using geometric distribution can lead to significant improvements in exploration efficiency over standard MADDPG. Code available at https://github.com/shaashwathsivakumar/MARL_Proj
Marc Walden, Jason Liu, Shaashwath Sivakumar +2
May 31, 2026cs.CR

Needles at Scale: LLM-Assisted Target Selection for Windows Vulnerability Research

The attack surface of a modern operating system is a haystack: thousands of signed binaries and millions of functions, almost none relevant to any given vulnerability. A human analyst or an LLM agent must pick the function worth reading before analyzing it. At whole-OS scope, this target selection, not the analysis, is the binding constraint. We present Symbolicate-Enrich-Sample, a low-cost batch pipeline that turns a corpus of production Windows binaries into a queryable, priority-ranked research queue. We (i) recover function-level symbols for stripped vendor binaries by auto-fetching the public symbol files and joining them to a recovered call graph; (ii) attach cheap, deterministic structural features to each named function and, conditioned on those features, use a low-cost language model to assign a reachability tier, a risk level, a bug-class hypothesis, and a rationale; and (iii) draw diverse, prioritized batches via a priority-weighted importance sampler. The contribution is a selection substrate: the prioritization layer a downstream detector or LLM agent runs on top of. Across a whole Windows image of 7,231,419 functions, the labels are markedly selective, and stacking deterministic filters on them leaves a ~22K-function shortlist: the candidate needles, few enough for a human or agent to work through. We characterize the pipeline's selectivity and its failure modes, describe the methodology, and report aggregate statistics; we withhold the derived dataset for legal and dual-use reasons.
Michael J. Bommarito
May 29, 2026cs.LG

Scalable Inference-Time Annealing with Surrogate Likelihood Estimators

A long standing challenge in computational chemistry and biophysics is efficiently sampling the Boltzmann distribution of molecules. Advances in generative modeling have been proposed to address the limitations of conventional sampling techniques by eliminating the computational cost of simulation. A promising direction is iteratively finetuning diffusion models along a temperature ladder whereby training data is generated via importance sampling during inference-time annealing. Unfortunately, these methods require computing a divergence over the score field to estimate importance weights, rendering them intractable for larger systems. Here we present scalable inference-time annealing (SITA), which retrains flow-based models to generate samples at progressively lower temperatures using an energy-based model to facilitate fast surrogate likelihoods. We demonstrate state-of-the-art performance on both Alanine Dipeptide and Alanine Tripeptide while avoiding costly divergence terms. Our code is available at https://github.com/countrsignal/sita.git
Daniel Peñaherrera, Rishal Aggarwal, David Ryan Koes
May 28, 2026cs.LG

Quotient DAGs for Off-Policy Evaluation:Forward-Flow Importance Sampling and Exact Slate Propensities

Off-policy evaluation estimates how a target policy would perform using data collected by a different behavior policy, which is crucial when online testing is costly or risky, such as in recommendation or healthcare. Standard importance sampling reweights each logged trajectory, but it can treat details of the generation process as meaningful even when the evaluation target ignores them: for example, an autoregressive slate recommender may generate an ordered sequence of items while the reward and downstream estimator depend only on the unordered slate. This creates nuisance variance and a computational gap, since exact unordered slate propensities require summing over all generation orders. We introduce a quotient-DAG view that merges histories equivalent for evaluation and assigns weights using target-to-behavior forward-flow ratios on the merged graph. For slate recommendation under a set-sufficient next-item interface, this yields Forward-DP, a subset-DAG dynamic program that computes exact unordered propensities without factorial enumeration. The resulting propensity primitive enables practical propensity-based evaluation and model selection for context-dependent autoregressive slate loggers.
Ziwen Xie, Shaowen Xiang, Hongyu He +1
May 28, 2026cs.LG

Information-Directed Offline-to-Online Reinforcement Learning

Decision-making from offline datasets typically warm-starts a policy or score model from fixed offline data and then refines it with limited online interaction. Offline data reduces uncertainty, but it does not remove the need for exploration; it changes what remains to be explored. We formalise this residual uncertainty by the conditional mutual information I(χ;τ1:TDN)I(χ;τ_{1:T}\mid\mathcal{D}_N) between a learning target χχ and the online trajectories after conditioning on the offline dataset. This view leads naturally to information-directed sampling (IDS), a family parameterised by η0η\ge 0 that selects actions by trading off instantaneous regret against information gain. We prove a generic offline-to-online Bayesian regret bound for IDS through a ratio certificate: any information-ratio bound satisfied by a reference Thompson-sampling policy over the same randomised policy class is inherited by IDS. In a known-dynamics Bayesian linear-reward model, the conditional mutual information has a log-determinant form, and vanilla IDS (η=0η=0) satisfies O~ ⁣(Hdmin{T,TCβ,IDS0(N,T)/N}),\widetilde O\!\left(Hd\min\left\{\sqrt T,\,T\sqrt{C^\dagger_{β,\mathrm{IDS}_0}(N,T)/N}\right\}\right), where the coverage coefficient is tied to the visitation distribution induced by vanilla IDS itself. We also identify a warm-start regime with a dominated but informative probe in which vanilla IDS selects the probe while Thompson sampling never does, giving a constant-factor Bayesian regret separation. Controlled bandit experiments and D4RL offline-to-online RL experiments validate this mechanism: IDS is most beneficial when offline data is informative but leaves biased or low-probability residual uncertainty that targeted online actions can resolve, a regime shared by offline RL, offline black-box optimization, and Bayesian optimization.
Keru Chen
May 21, 2026cs.LG

F-TIS: Harnessing Diverse Models in Collaborative GRPO

Reinforcement learning methods such as GRPO have seen great popularity in LLM post-training. In GRPO, models produce completions to a set of prompts, which are rewarded, and the policy is updated towards the relatively high reward completions. Due to the auto-regressive nature of models, the generation phase of such style of training can be extremely time consuming. As a solution, prior work has sought to distribute the inference step across many nodes, working parallel. These works assume primarily homogeneous models in the training in order to keep samples as close to on-policy as possible. This assumption may be impractical in decentralized systems, where parties with various computes and preferences may wish to collaborate on the same task. Thus, decentralized training requires an approach that can handle heterogeneous models - different models collaborating on the same tasks. However, this leads to highly off-policy samples presented during training, which prior work has identified that off-policy samples can hurt GRPO convergence. To enable heterogeneity, we propose Filtered Truncated Importance Sampling (F-TIS) - a GRPO-style training paradigm that can use off-policy samples to improve local model's learning. Our framework allows various models to collaborate in the same RL training run while being communication efficient. We extensively evaluate F-TIS in various heterogeneous setups and we show that it exhibits identical final model convergence to purely on-sample training. Furthermore, we observe in some setups better generalization on out-of-distribution tasks than on-policy training, increasing model's performance by up to 12%.
Nikolay Blagoev, Oğuzhan Ersoy, Wendelin Boehmer +1
May 17, 2026cs.LG

DISA: Offline Importance Sampling for Distribution-Matching LLM-RL

Modern reasoning agents are increasingly evaluated on their ability to generate multiple valid solution paths, plans, or tool-use traces for a given input. Standard reward-maximizing RL tends to collapse onto the most easily reinforced high-reward mode, whereas distribution-matching RL aims to allocate probability mass across the entire reward-shaped solution set. Achieving this objective requires computing a prompt-dependent partition function over the trajectory space. Because existing distribution-matching methods learn this partition function online alongside the policy, calibration errors in the partition function directly distort policy updates and remain impossible to diagnose independently. We introduce DISA, short for Decoupled Importance-Sampled Anchoring, which moves this calibration problem outside the RL loop. DISA draws proposal trajectories offline, estimates the partition function via importance sampling, and freezes the resulting partition-function estimate before policy optimization begins. This decoupling preserves the distribution-matching objective while strictly separating partition-function estimation from policy learning in data, gradients, loss, and diagnostics. Empirically, on two open-weight backbones across six math and three code benchmarks, DISA matches or exceeds the online-coupled distribution-matching baseline FlowRL, outperforms rewardmaximization baselines GRPO and GSPO on math averages, and exceeds LoRASFT distillation by up to 13.8 Mean@8 points on the same offline trajectories. An LLM-as-judge evaluation further shows that DISA retains substantially more strategy-level diversity than reward-maximization baselines, and sensitivity studies on the proposal strength and inverse temperature follow the bias-variance pattern predicted by the analysis.
Shaobo Wang, Yujie Chen, Yafeng Sun +9
May 14, 2026cs.AI

COREKG: Coreset-Guided Personalized Summarization of Knowledge Graphs

Knowledge Graphs (KGs) are extensively used across different domains and in several applications. Often, these KGs are very large in size. Such KGs become unwieldy for tasks such as question answering and visualization. Summarization of KGs offers a viable alternative in such cases. Furthermore, personalized KG summarization is crucial in the current data-driven world as it captures the specific requirements of users based on their query patterns. Since it only maintains relevant information, the personalized summaries of KG are small, resulting in significantly smaller storage requirements and query runtime. In this work, we adapt the coreset theory to create personalized KG summaries. For a given dataset and a user-specific query workload, we present an approach that samples a relevant subset of triples using sensitivity-based importance sampling. We ensure that the subset approximates the characteristics of the full dataset with bounded approximation error. We define sensitivity scores that measure the importance of a triple with respect to a user's query workload, which are then used by our coreset construction algorithm. We explicitly focus on personalized knowledge graph summarization by constructing summaries independently for each user based on their query behaviour. Our evaluation on Freebase, WikiData, and DBpedia shows that COREKG delivers higher query-answering accuracy and structural coverage than the state-of-the-art methods, such as GLIMPSE, PPR, iSummary, PEGASUS and APEX2^2 while requiring only a tiny fraction of the original graph.
Sohel Aman Khan, Raghava Mutharaju, Supratim Shit
May 11, 2026cs.LG

When Does Non-Uniform Replay Matter in Reinforcement Learning?

Modern off-policy reinforcement learning algorithms often rely on simple uniform replay sampling and it remains unclear when and why non-uniform replay improves over this strong baseline. Across diverse RL settings, we show that the effectiveness of non-uniform replay is governed by three factors: replay volume, the number of replayed transitions per environment step; expected recency, how recent sampled transitions are; and the entropy of the replay sampling distribution. Our main contribution is clarifying when non-uniform replay is beneficial and providing practical guidance for replay design in modern off-policy RL. Namely, we find that non-uniform replay is most beneficial when replay volume is low, and that high-entropy sampling is important even at comparable expected recency. Motivated by these findings, we adopt a simple Truncated Geometric replay that biases sampling toward recent experience while preserving high entropy and incurring negligible computational overhead. Across large-scale parallel simulation, single-task, and multi-task settings, including three modern algorithms evaluated on five RL benchmark suites, this replay sampling strategy improves sample efficiency in low-volume regimes while remaining competitive when replay volume is high.
Michal Korniak, Mikołaj Czarnecki, Yarden As +3
May 11, 2026stat.ML

Differentially Private Sampling from Distributions via Wasserstein Projection

In this paper, we study the problem of sampling from a distribution under the constraint of differential privacy (DP). Prior works measure the utility of DP sampling with density ratio-based measures such as KL divergence. However, such formulations suffer from two key limitations: 1) they fail to capture the geometric structure of the support, and 2) they are not applicable when the supports of the distributions differ. To deal with these issues, we develop a novel framework for DP sampling with Wasserstein distance as the utility measure. In this formulation, we propose Wasserstein Projection Mechanism (WPM), a minimax optimal mechanism based on Wasserstein projection. Furthermore, we develop efficient algorithms for computing the proposed mechanisms approximately and provide convergence guarantees.
Shokichi Takakura, Seng Pei Liew, Satoshi Hasegawa
May 8, 2026cs.LG

Disagreement-Regularized Importance Sampling for Adversarial Label Corruption

Standard Importance Sampling (IS) collapses under label corruption because high-norm examples, prioritized for variance reduction, are often adversarial outliers. We formalize this misalignment using an ε\varepsilon-contamination model and propose Disagreement-Regularized Importance Sampling (DR-IS), a sub-sampling method based on loss rank-disagreement across independent proxy ensemble. We prove finite-sample concentration bounds showing that the empirical rank disagreement of bulk corrupted examples is bounded above, and that of boundary-clean examples bounded below, both at rate O(log(N/δ)/K)O(\sqrt{\log(N/δ)/K}) with probability 1δ1-δ; when the structural expectation gap ΔΔ' between the two groups is positive and the boundary-clean set is at least as large as the selected subset, these bounds certify strict separation and control the contamination rate of the selected subset. Empirically, DR-IS remains robust under targeted high-norm attacks that break magnitude-based methods such as the Error L2L_2-norm (EL2N) on benchmark datasets. DR-IS complements training-dynamics approaches like Area Under the Margin ranking (AUM), offering improved robustness in the loss-aligned regime alongside explicit finite-sample concentration certificates and a contamination bound limiting noise leakage from the statistical tail of corrupted points.
Csongor Horváth, Ida-Maria Sintorn, Prashant Singh
May 8, 2026cs.LG

Rethinking Importance Sampling in LLM Policy Optimization: A Cumulative Token Perspective

Reinforcement learning, including reinforcement learning with verifiable rewards (RLVR), has emerged as a powerful approach for LLM post-training. Central to these approaches is the design of the importance sampling (IS) ratio used in off-policy policy-gradient estimation. Existing methods face a fundamental bias-variance dilemma: token-level IS ratios, as adopted by PPO (Schulman et al., 2017) and GRPO (Shao et al., 2024), introduce bias by ignoring prefix state distribution mismatch; full sequence ratios provide exact trajectory-level correction but suffer from high variance due to the multiplicative accumulation of per-token ratios, while GSPO (Zheng et al., 2025) improves numerical stability via length normalization at the cost of deviating from the exact full-sequence IS correction. In this work, we identify the cumulative token IS ratio, the product of per-token ratios up to position tt, as a theoretically principled solution to this dilemma. We prove that, under the token-level policy-gradient formulation, this ratio provides an unbiased prefix correction for each token-level gradient term and has strictly lower variance than the full sequence ratio. Building on this insight, we propose CTPO (Cumulative Token Policy Optimization), which combines the cumulative token IS ratio with position-adaptive clipping that scales log-space clip bounds according to the natural t\sqrt{t} growth of the cumulative log-ratio. This yields more consistent regularization across token positions. We implement and evaluate CTPO in the tool-integrated reasoning setting on several challenging mathematical reasoning benchmarks, achieving the best average performance across both model scales compared with strong GRPO and GSPO baselines. Code will be available at https://github.com/horizon-llm/CTPO.
Yuheng Zhang, Chenlu Ye, Shuowei Jin +4
May 7, 2026cs.LG

Conservative Flows: A New Paradigm of Generative Models

Modern generative modeling is dominated by transport from a noise prior to data. We propose an alternative paradigm in which generation is performed by a discrete stochastic dynamics that leaves the data distribution invariant, initialized from data-supported states rather than from noise. The framework can utilize any pretrained flow model. We develop two probability-preserving sampling mechanisms, a corrected Langevin dynamics with a Metropolis adjustment and a predictor-corrector flow, that operate directly on existing checkpoints. We validate the framework on a synthetic Swiss-roll target, ImageNet-256 and Oxford Flowers-102, where our samplers consistently improve over the original generation procedures.
Eshed Gal, Md Shahriar Rahim Siddiqui, Moshe Eliasof +1
Apr 17, 2026cs.LG

How to Approximate Inference with Subtractive Mixture Models

Classical mixture models (MMs) are widely used tractable proposals for approximate inference settings such as variational inference (VI) and importance sampling (IS). Recently, mixture models with negative coefficients, called subtractive mixture models (SMMs), have been proposed as a potentially more expressive alternative. However, how to effectively use SMMs for VI and IS is still an open question as they do not provide latent variable semantics and therefore cannot use sampling schemes for classical MMs. In this work, we study how to circumvent this issue by designing several expectation estimators for IS and learning schemes for VI with SMMs, and we empirically evaluate them for distribution approximation. Finally, we discuss the additional challenges in estimation stability and learning efficiency that they carry and propose ways to overcome them. Code is available at: https://github.com/april-tools/delta-vi.
Lena Zellinger, Nicola Branchini, Lennert De Smet +3
Apr 16, 2026cs.LG

Beyond Importance Sampling: Rejection-Gated Policy Optimization

We propose a new perspective on policy optimization: rather than reweighting all samples by their importance ratios, an optimizer should select which samples are trustworthy enough to drive a policy update. Building on this view, we introduce Rejection-Gated Policy Optimization (RGPO), which replaces the importance sampling ratio r_theta = pi_theta / pi_old with a smooth, differentiable acceptance gate alpha_theta(s, a) = g(r_theta(s, a)) in the range [0, 1]. Unlike prior work that applies rejection sampling as a data-level heuristic before training, RGPO elevates rejection to an optimization principle: the gate participates directly in gradient computation and is implicitly updated alongside the policy. RGPO provides a unified framework: the policy gradients of TRPO, PPO, and REINFORCE all correspond to specific choices of the effective gradient weight w(r) = g'(r) * r. We prove that RGPO guarantees finite, bounded gradient variance even when importance sampling ratios are heavy-tailed (where IS variance diverges). We further show that RGPO incurs only a bounded, controllable bias and provides an approximate monotonic policy improvement guarantee analogous to TRPO. RGPO matches PPO in computational cost, requires no second-order optimization, and extends naturally to RLHF-style preference alignment. In online preference fine-tuning of Qwen2.5-1.5B-Instruct on Anthropic HH-RLHF (n = 3 seeds), RGPO uses a dual-ratio gate that anchors learning to both the previous policy and the reference model, achieving a Pareto-dominant outcome: the highest reward among online RL methods (+14.8% vs. PPO-RLHF) and the lowest KL divergence to the reference model (-16.0% vs. PPO-RLHF, -53.1% vs. GRPO).
Ziwu Sun, Zhen Gao, Jiyong Zhang +1
Mar 18, 2026eess.IV

Structured SIR: Efficient and Expressive Importance-Weighted Inference for High-Dimensional Image Registration

Image registration is an ill-posed dense vision task, where multiple solutions achieve similar loss values, motivating probabilistic inference. Variational inference has previously been employed to capture these distributions, however restrictive assumptions about the posterior form can lead to poor characterisation, overconfidence and low-quality samples. More flexible posteriors are typically bottlenecked by the complexity of high-dimensional covariance matrices required for dense 3D image registration. In this work, we present a memory and computationally efficient inference method, Structured SIR, that enables expressive, multi-modal, characterisation of uncertainty with high quality samples. We propose the use of a Sampled Importance Resampling (SIR) algorithm with a novel memory-efficient high-dimensional covariance parameterisation as the sum of a low-rank covariance and a sparse, spatially structured Cholesky precision factor. This structure enables capturing complex spatial correlations while remaining computationally tractable. We evaluate the efficacy of this approach in 3D dense image registration of brain MRI data, which is a very high-dimensional problem. We demonstrate that our proposed method produces uncertainty estimates that are significantly better calibrated than those produced by variational methods, achieving equivalent or better accuracy. Crucially, we show that the model yields highly structured multi-modal posterior distributions, enable effective and efficient uncertainty quantification.
Ivor J. A. Simpson, Neill D. F. Campbell
Nov 21, 2025cs.CV

Score-Regularized Joint Sampling with Importance Weights for Flow Matching

Flow matching models effectively represent complex distributions, yet estimating expectations of functions of their outputs remains challenging under limited sampling budgets. Independent sampling often yields high-variance estimates, especially when rare but high-impact outcomes dominate the expectation. We propose a non-IID sampling framework that jointly draws multiple samples to cover diverse, salient regions of a flow matching model's generative distribution. To balance diversity and quality, we introduce a score-based regularization for the diversity mechanism (SR), which uses the score function, i.e., the gradient of the log probability, to ensure samples are pushed apart within high-density regions of the data manifold, mitigating off-manifold drift. To enable unbiased estimation when desired, we further develop an approach for importance weighting of non-IID flow samples by learning a residual velocity field that reproduces the marginal distribution of the non-IID samples and by evolving importance weights along trajectories. Empirically, our method produces diverse, high-quality samples and accurate importance-weight estimates and debiased expectation estimates, advancing the reliable characterization of flow matching model outputs.
Xinshuang Liu, Runfa Blark Li, Shaoxiu Wei +1