Variance

Algorithms for the Multi-Armed Bandit (MAB) problem play a central role in sequential decision-making and have been extensively explored both theoretically and numerically. While most classical approaches aim to identify the arm with the highest expected reward, we focus on a risk-aware setting where the goal is to select the arm with the lowest variance, favoring stability over potentially high but uncertain returns. To model the decision process, we consider a softmax parameterization of the policy; we propose a new algorithm to select the minimal variance (or minimal risk) arm and prove its convergence under natural conditions. The algorithm constructs an unbiased estimate of the objective by using two independent draws from the selected arm's distribution. We provide numerical experiments that illustrate the practical behavior of these algorithms and offer guidance on implementation choices. The setting also covers general risk-aware problems where there is a trade-off between maximizing the average reward and minimizing its variance.

Recent work has demonstrated the curse of depth in large language models (LLMs), where later layers contribute less to learning and representation than earlier layers. Such under-utilization is linked to the accumulated growth of variance in Pre-Layer Normalization, which can push deep blocks toward near-identity behavior. In this paper, we provide evidence that sparsity-like mechanisms can dampen variance propagation and are associated with improved depth utilization Our investigation covers two sources of sparsity: (i) implicit sparsity, which emerges from training and data conditions, including weight sparsity induced by weight decay and attention sparsity induced by long-context inputs; and (ii) explicit sparsity, which is enforced by architectural design, including key/value-sharing in Grouped-Query Attention and expert-activation sparsity in Mixtureof-Experts. Our claim is thoroughly supported by controlled depth-scaling experiments and targeted layer effectiveness interventions. Across settings, we observe a consistent relationship: mechanisms with reduced effective interaction density tend to exhibit lower output variance and better layer differentiation. We eventually distill our findings into a practical rule-of-thumb recipe for training depth-effective LLMs, yielding a notable 4.6 accuracy improvement on downstream tasks. Our results suggest that sparsity-like design choices are an important and previously underemphasized factor in effective depth scaling for LLMs. Code is available at https://github. com/pUmpKin-Co/SparsityAndCoD.

In contextual bilateral trade under full feedback, the posted price does not affect which valuations are observed. We show that in this model such action-independent feedback removes the polynomial adaptation penalty familiar from heavy-tailed bandits: fully parameter-free algorithms attain the oracle minimax $T$-exponents up to logarithmic factors, with no knowledge of the moment order $p \in (1,2)$ or its scale $σ_p$, and -- in the nonparametric case -- none of the effective Hölder smoothness $β\in (0,1]$. The statistic that makes model selection possible is a paired squared-loss difference, whose noise-square term cancels exactly, leaving noise damped by the candidate gap. The resulting bilateral-trade regret rates are new. Trader valuations have bounded conditional densities and heavy tails -- finite $p$-th moments for some $p \in (1,2)$, with possibly infinite variance. An epoch-based algorithm with truncated means achieves regret $\widetilde{O}(T^{(2-p)/p})$ in the parametric model and $\widetilde{O}(T^{1-2β(p-1)/(βp + d(p-1))})$ when the market value function is $β$-Hölder, with matching $Ω(\cdot)$ lower bounds -- under a mild nondegeneracy condition -- via Assouad's method and a fixed-support mixture construction -- characterizing the minimax rate in $T$ up to logarithmic factors over the effective smoothness range $β\in (0,1]$, interpolating between the classical nonparametric rate at $p{=}2$ and the trivial linear rate as $p \to 1^+$. The enabling structural step extends the self-bounding property of Bachoc et al. (ICML 2025) from bounded to real-valued valuations: within our conditionally independent, conditionally centered noise model, bounded conditional densities and finite first moments suffice for the expected regret of any price $π$ to satisfy $\mathbb{E}[g(m,V,W) - g(π,V,W)] \le L|m-π|^2$ -- no second moment is needed.

While flow matching is elegant, its reliance on single-sample conditional velocities leads to high-variance training targets that destabilize optimization and slow convergence. By explicitly characterizing this variance, we identify 1) a high-variance regime near the prior, where optimization is challenging, and 2) a low-variance regime near the data distribution, where conditional and marginal velocities nearly coincide. Leveraging this insight, we propose Stable Velocity, a unified framework that improves both training and sampling. For training, we introduce Stable Velocity Matching (StableVM), an unbiased variance-reduction objective, along with Variance-Aware Representation Alignment (VA-REPA), which adaptively strengthen auxiliary supervision in the low-variance regime. For inference, we show that dynamics in the low-variance regime admit closed-form simplifications, enabling Stable Velocity Sampling (StableVS), a finetuning-free acceleration. Extensive experiments on ImageNet $256\times256$ and large pretrained text-to-image and text-to-video models, including SD3.5, Flux, Qwen-Image, and Wan2.2, demonstrate consistent improvements in training efficiency and more than $2\times$ faster sampling within the low-variance regime without degrading sample quality. Our code is available at https://github.com/linYDTHU/StableVelocity.

Randomized Smoothing (RS) is a prominent technique for certifying the robustness of neural networks against adversarial perturbations. With RS, achieving high accuracy at small radii requires a small noise variance, while achieving high accuracy at large radii requires a large noise variance. However, the global noise variance used in the standard RS formulation leads to a fundamental limitation: there exists no global noise variance that simultaneously achieves strong performance at both small and large radii. To break through the global variance limitation, we propose a dual RS framework which enables input-dependent noise variances. To achieve that, we first prove that RS remains valid with input-dependent noise variances, provided the variance is locally constant around each input. Building on this result, we introduce two components: (i) a variance estimator predicts an optimal noise variance for each input, (ii) this estimated variance is then used by a standard RS classifier. The variance estimator is independently smoothed via RS to ensure local constancy, enabling flexible design. We also introduce training strategies to iteratively optimize the two components. Experiments on CIFAR-10 demonstrate that our dual RS method provides strong performance for both small and large radii-unattainable with global noise variance-while incurring only a 60% computational overhead at inference. Moreover, it outperforms prior input-dependent noise approaches across most radii, with gains at radii 0.5, 0.75, and 1.0 of 15.6%, 20.0%, and 15.7%. On ImageNet, dual RS remains effective across all radii, with advantages of 8.6%, 17.1%, and 9.1% at radii 0.5, 1.0, and 1.5. Additionally, the dual RS framework provides a routing perspective for certified robustness, improving the accuracy-robustness trade-off with off-the-shelf expert RS models.

People judge interactions with large language models (LLMs) as successful when outputs match what they want, not what they type. Yet LLMs are trained to predict the next token solely from text input, not underlying intent. Because written language is an imperfect proxy for intent, and correlations between phrasing and desired outcomes can break down in training data, models that rely too heavily on surface cues may respond inconsistently to semantically equivalent prompts. This makes it essential to evaluate whether LLMs can reliably infer user intent-especially in high-stakes settings where robustness and generalization are critical. We introduce a formal framework for assessing intent comprehension in LLMs: whether a model demonstrates robust understanding of user intent by producing consistent outputs across semantically equivalent prompts while differentiating between prompts with distinct intents. Our evaluation approach is based on a variance decomposition of model responses into three components: variability due to user intent, user articulation, and model uncertainty. Models that understand what users want, and are not overly sensitive to textual cues, should attribute most output variance to intent differences, rather than articulation style. Applying this framework across diverse domains, we find that, within the five LLaMA and Gemma models we evaluate, larger models typically assign a greater share of variance to intent, indicating stronger comprehension of intent, although gains are uneven and often modest with increasing model size. These results motivate moving beyond accuracy-only benchmarks toward semantic diagnostics that directly assess whether models understand what users intend.

Uncertainty quantification is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this work, we provide a formal way of representing uncertainty in continuous space, using a general parametric formulation, allowing for tractable analysis and evaluation of uncertainty measures. Within this framework, we propose a set of axioms that enable rigorous assessment of total, aleatoric, and epistemic uncertainty measures. Together, this allows for a theoretical examination of uncertainty measures and their corresponding properties. As a specific example, we compare the widely used entropy- and variance-based measures with respect to established predictive models and analyze their limitations and challenges in uncertainty quantification. Our work provides a principled way to understand and develop uncertainty measures in supervised regression, offering theoretical insights and practical guidelines for reliable uncertainty assessment.

We revisit a classical assumption for analyzing stochastic gradient algorithms where the squared norm of the stochastic subgradient (or the variance for smooth problems) is allowed to grow as fast as the squared norm of the optimization variable. We contextualize this assumption in view of its inception in the 1960s, its seemingly independent appearance in the recent literature, its relationship to weakest-known variance assumptions for analyzing stochastic gradient algorithms, and its relevance in deterministic problems for non-Lipschitz nonsmooth convex optimization. We build on and extend a connection recently made between this assumption and the Halpern iteration. For convex nonsmooth, and potentially stochastic, optimization, we analyze horizon-free, anytime algorithms with last-iterate rates. For problems beyond simple constrained optimization, such as convex problems with functional constraints or regularized convex-concave min-max problems, we obtain rates for optimality measures that do not require boundedness of the feasible set.

Statistical Taylor expansion is a rigorous extension of conventional Taylor expansion that replaces each precise input variable with a random variable of known distribution and sample count, then computes the mean, deviation, and a bounding reliability of every result. By tracking the propagation of input uncertainties through all intermediate steps, it renders the final result path-independent, with precise quantification of the tracking quality. This path-independence sets it fundamentally apart from conventional numerical approaches, which are path-dependent. This study presents an implementation called variance arithmetic and demonstrates its performance across diverse mathematical applications. This study also reveals the potentially substantial impact of numerical errors in library functions, the defect of applying input uncertainties as weights in conventional regression, and the modeling error of the discrete Fourier transformation.

Assume that we would like to estimate the expected value of a function $F$ with respect to an intractable density $π$, which is specified up to some unknown normalising constant. We prove that if $π$ is close enough under KL divergence to another density $q$, an independent Metropolis sampler estimator that obtains samples from $π$ with proposal density $q$, enriched with a variance reduction computational strategy based on control variates, achieves smaller asymptotic variance than i.i.d. sampling from $π$. The control variates construction requires no extra computational effort but assumes that the expected value of $F$ under $q$ is analytically available. We illustrate this result by calculating the marginal likelihood in a linear regression model with prior-likelihood conflict and a non-conjugate prior. Furthermore, we propose an adaptive independent Metropolis algorithm that adapts the proposal density such that its KL divergence with the target is being reduced. We demonstrate its applicability in a Bayesian logistic and Gaussian process regression problems and we rigorously justify our asymptotic arguments under easily verifiable and essentially minimal conditions.