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May 25

DelTA: Discriminative Token Credit Assignment for Reinforcement Learning from Verifiable Rewards

Reinforcement learning from verifiable rewards (RLVR) has emerged as a central technique for improving the reasoning capabilities of large language models. Despite its effectiveness, how response-level rewards translate into token-level probability changes remains poorly understood. We introduce a discriminator view of RLVR updates, showing that the policy-gradient update direction implicitly acts as a linear discriminator over token-gradient vectors and thereby determines which token probabilities are increased or decreased during learning. Under standard sequence-level RLVR, this discriminator is constructed from positive- and negative-side centroids formed by advantage-weighted averaging of token-gradient vectors. However, such centroid construction can be dominated by shared high-frequency patterns, such as formatting tokens, diluting sparse yet discriminative directions that better distinguish high-reward responses from low-reward ones. To address this limitation, we propose DelTA, a discriminative token credit assignment method that estimates token coefficients to amplify side-specific token-gradient directions and downweight shared or weakly discriminative ones. These coefficients reweight a self-normalized RLVR surrogate, making the effective side-wise centroids more contrastive and thereby reshaping the RLVR update direction. On seven mathematical benchmarks, DelTA outperforms the strongest same-scale baselines by 3.26 and 2.62 average points on Qwen3-8B-Base and Qwen3-14B-Base, respectively. Additional results on code generation, a different backbone, and out-of-domain evaluations further demonstrate the generalization ability of DelTA.

  • 3 authors
·
May 19 1

Advantage Weighted Matching: Aligning RL with Pretraining in Diffusion Models

Reinforcement Learning (RL) has emerged as a central paradigm for advancing Large Language Models (LLMs), where pre-training and RL post-training share the same log-likelihood formulation. In contrast, recent RL approaches for diffusion models, most notably Denoising Diffusion Policy Optimization (DDPO), optimize an objective different from the pretraining objectives--score/flow matching loss. In this work, we establish a novel theoretical analysis: DDPO is an implicit form of score/flow matching with noisy targets, which increases variance and slows convergence. Building on this analysis, we introduce Advantage Weighted Matching (AWM), a policy-gradient method for diffusion. It uses the same score/flow-matching loss as pretraining to obtain a lower-variance objective and reweights each sample by its advantage. In effect, AWM raises the influence of high-reward samples and suppresses low-reward ones while keeping the modeling objective identical to pretraining. This unifies pretraining and RL conceptually and practically, is consistent with policy-gradient theory, reduces variance, and yields faster convergence. This simple yet effective design yields substantial benefits: on GenEval, OCR, and PickScore benchmarks, AWM delivers up to a 24times speedup over Flow-GRPO (which builds on DDPO), when applied to Stable Diffusion 3.5 Medium and FLUX, without compromising generation quality. Code is available at https://github.com/scxue/advantage_weighted_matching.

adobe Adobe
·
Sep 29, 2025 1

A Lightweight Method for Tackling Unknown Participation Statistics in Federated Averaging

In federated learning (FL), clients usually have diverse participation statistics that are unknown a priori, which can significantly harm the performance of FL if not handled properly. Existing works aiming at addressing this problem are usually based on global variance reduction, which requires a substantial amount of additional memory in a multiplicative factor equal to the total number of clients. An important open problem is to find a lightweight method for FL in the presence of clients with unknown participation rates. In this paper, we address this problem by adapting the aggregation weights in federated averaging (FedAvg) based on the participation history of each client. We first show that, with heterogeneous participation statistics, FedAvg with non-optimal aggregation weights can diverge from the optimal solution of the original FL objective, indicating the need of finding optimal aggregation weights. However, it is difficult to compute the optimal weights when the participation statistics are unknown. To address this problem, we present a new algorithm called FedAU, which improves FedAvg by adaptively weighting the client updates based on online estimates of the optimal weights without knowing the statistics of client participation. We provide a theoretical convergence analysis of FedAU using a novel methodology to connect the estimation error and convergence. Our theoretical results reveal important and interesting insights, while showing that FedAU converges to an optimal solution of the original objective and has desirable properties such as linear speedup. Our experimental results also verify the advantage of FedAU over baseline methods with various participation patterns.

  • 2 authors
·
Jun 6, 2023

Mitigating the Alignment Tax of RLHF

LLMs acquire a wide range of abilities during pre-training, but aligning LLMs under Reinforcement Learning with Human Feedback (RLHF) can lead to forgetting, which is also known as the alignment tax. To empirically verify this hypothesis, we conducted experiments with existing RLHF algorithms using OpenLLaMA-3B, which revealed a pronounced alignment tax in NLP tasks. On the other hand, despite various techniques to mitigate forgetting, they are often at odds with the RLHF performance, leading to a trade-off between reward maximization and forgetting mitigation. In light of the above pressing issue in aligning LLMs, in this paper we explore model averaging, which interpolates between pre and post RLHF model weights, to achieve a more efficient reward-tax Pareto front. To understand its effectiveness, We offer theoretical insights into model averaging, revealing that it enhances performance Pareto front by increasing feature diversity on the layers where tasks share overlapped feature spaces. Empirical evidence corroborates our analysis by showing the benefits of averaging low-level transformer layers. Building on the analysis and the observation that averaging different layers of the transformer leads to significantly different reward-tax trade-offs, we propose Adaptive Model Averaging (AMA) to adaptively find various combination ratios of model layers. AMA seeks to maximize the alignment reward while incurring minimal alignment tax. Moreover, we validate AMA's performance across a range of RLHF algorithms over OpenLLaMA-3B and further extend our findings to Mistral-7B.

  • 17 authors
·
Sep 12, 2023

From Uniform to Heterogeneous: Tailoring Policy Optimization to Every Token's Nature

Reinforcement Learning has emerged as the fundamental technique for enhancing reasoning in LLMs. However, existing algorithms apply uniform optimization to all tokens, ignoring their different roles in reasoning process. To address this limitation, we introduce Heterogeneous Adaptive Policy Optimization (HAPO), a comprehensive token-aware algorithm that dynamically adapts optimization based on token entropy. For rollout sampling, we propose Adaptive Temperature Sampling, which adjusts sampling temperature in real time, promoting exploration at high-entropy tokens while preserving coherence at low-entropy ones. For advantage calculation, we introduce Token Level Group Average that normalizes advantages at token level, jointly accounting for sequence-length as in token-mean loss while preserving non-biased treatment. We then develop Differential Advantage Redistribution that leverages entropy and importance ratios to modulate rewards-adjusting updates for tokens with clear signals. For clipping loss, we design Asymmetric Adaptive Clipping, allowing aggressive probability reduction for noisy low-entropy tokens while enabling exploration for high-entropy tokens. Through systematic investigation between entropy and training dynamics, we embedded token-level treatment into every stages to achieve fine-grained control. Extensive experiments demonstrate that HAPO consistently outperforms DAPO across multiple model scales. Our code can be found in https://github.com/starriver030515/HAPO.

  • 7 authors
·
Sep 20, 2025 2

Vanishing Variance Problem in Fully Decentralized Neural-Network Systems

Federated learning and gossip learning are emerging methodologies designed to mitigate data privacy concerns by retaining training data on client devices and exclusively sharing locally-trained machine learning (ML) models with others. The primary distinction between the two lies in their approach to model aggregation: federated learning employs a centralized parameter server, whereas gossip learning adopts a fully decentralized mechanism, enabling direct model exchanges among nodes. This decentralized nature often positions gossip learning as less efficient compared to federated learning. Both methodologies involve a critical step: computing a representation of received ML models and integrating this representation into the existing model. Conventionally, this representation is derived by averaging the received models, exemplified by the FedAVG algorithm. Our findings suggest that this averaging approach inherently introduces a potential delay in model convergence. We identify the underlying cause and refer to it as the "vanishing variance" problem, where averaging across uncorrelated ML models undermines the optimal variance established by the Xavier weight initialization. Unlike federated learning where the central server ensures model correlation, and unlike traditional gossip learning which circumvents this problem through model partitioning and sampling, our research introduces a variance-corrected model averaging algorithm. This novel algorithm preserves the optimal variance needed during model averaging, irrespective of network topology or non-IID data distributions. Our extensive simulation results demonstrate that our approach enables gossip learning to achieve convergence efficiency comparable to that of federated learning.

  • 4 authors
·
Apr 6, 2024

A Theoretical Framework for Auxiliary-Loss-Free Load Balancing of Sparse Mixture-of-Experts in Large-Scale AI Models

In large-scale AI training, Sparse Mixture-of-Experts (s-MoE) layers enable scaling by activating only a small subset of experts per token. An operational challenge in this design is load balancing: routing tokens to minimize the number of idle experts, which is important for the efficient utilization of (costly) GPUs. We provide a theoretical framework for analyzing the Auxiliary-Loss-Free Load Balancing (ALF-LB) procedure -- proposed by DeepSeek's Wang et al. (2024) -- by casting it as a one-step-per-iteration primal-dual method for an assignment problem. First, in a stylized deterministic setting, our framework yields several insightful structural properties: (i) a monotonic improvement of a Lagrangian objective, (ii) a preference rule that moves tokens from overloaded to underloaded experts, and (iii) an approximate-balancing guarantee. Then, we incorporate the stochastic and dynamic nature of AI training using a generalized online optimization formulation. In the online setting, we derive a strong convexity property of the objective that leads to a logarithmic expected regret bound under certain step-size choices. Additionally, we present real experiments on 1B-parameter DeepSeekMoE models to complement our theoretical findings. Together, these results build a principled framework for analyzing the Auxiliary-Loss-Free Load Balancing of s-MoE in AI models.

Uchicago University of Chicago
·
Dec 3, 2025 2

MARBLE: Multi-Aspect Reward Balance for Diffusion RL

Reinforcement learning fine-tuning has become the dominant approach for aligning diffusion models with human preferences. However, assessing images is intrinsically a multi-dimensional task, and multiple evaluation criteria need to be optimized simultaneously. Existing practice deal with multiple rewards by training one specialist model per reward, optimizing a weighted-sum reward R(x)=sum_k w_k R_k(x), or sequentially fine-tuning with a hand-crafted stage schedule. These approaches either fail to produce a unified model that can be jointly trained on all rewards or necessitates heavy manually tuned sequential training. We find that the failure stems from using a naive weighted-sum reward aggregation. This approach suffers from a sample-level mismatch because most rollouts are specialist samples, highly informative for certain reward dimensions but irrelevant for others; consequently, weighted summation dilutes their supervision. To address this issue, we propose MARBLE (Multi-Aspect Reward BaLancE), a gradient-space optimization framework that maintains independent advantage estimators for each reward, computes per-reward policy gradients, and harmonizes them into a single update direction without manually-tuned reward weighting, by solving a Quadratic Programming problem. We further propose an amortized formulation that exploits the affine structure of the loss used in DiffusionNFT, to reduce the per-step cost from K+1 backward passes to near single-reward baseline cost, together with EMA smoothing on the balancing coefficients to stabilize updates against transient single-batch fluctuations. On SD3.5 Medium with five rewards, MARBLE improves all five reward dimensions simultaneously, turns the worst-aligned reward's gradient cosine from negative under weighted summation in 80% of mini-batches to consistently positive, and runs at 0.97X the training speed of baseline training.

AdamP: Slowing Down the Slowdown for Momentum Optimizers on Scale-invariant Weights

Normalization techniques are a boon for modern deep learning. They let weights converge more quickly with often better generalization performances. It has been argued that the normalization-induced scale invariance among the weights provides an advantageous ground for gradient descent (GD) optimizers: the effective step sizes are automatically reduced over time, stabilizing the overall training procedure. It is often overlooked, however, that the additional introduction of momentum in GD optimizers results in a far more rapid reduction in effective step sizes for scale-invariant weights, a phenomenon that has not yet been studied and may have caused unwanted side effects in the current practice. This is a crucial issue because arguably the vast majority of modern deep neural networks consist of (1) momentum-based GD (e.g. SGD or Adam) and (2) scale-invariant parameters. In this paper, we verify that the widely-adopted combination of the two ingredients lead to the premature decay of effective step sizes and sub-optimal model performances. We propose a simple and effective remedy, SGDP and AdamP: get rid of the radial component, or the norm-increasing direction, at each optimizer step. Because of the scale invariance, this modification only alters the effective step sizes without changing the effective update directions, thus enjoying the original convergence properties of GD optimizers. Given the ubiquity of momentum GD and scale invariance in machine learning, we have evaluated our methods against the baselines on 13 benchmarks. They range from vision tasks like classification (e.g. ImageNet), retrieval (e.g. CUB and SOP), and detection (e.g. COCO) to language modelling (e.g. WikiText) and audio classification (e.g. DCASE) tasks. We verify that our solution brings about uniform gains in those benchmarks. Source code is available at https://github.com/clovaai/AdamP.

naver-ai NAVER AI Lab
·
Jun 15, 2020

Model soups: averaging weights of multiple fine-tuned models improves accuracy without increasing inference time

The conventional recipe for maximizing model accuracy is to (1) train multiple models with various hyperparameters and (2) pick the individual model which performs best on a held-out validation set, discarding the remainder. In this paper, we revisit the second step of this procedure in the context of fine-tuning large pre-trained models, where fine-tuned models often appear to lie in a single low error basin. We show that averaging the weights of multiple models fine-tuned with different hyperparameter configurations often improves accuracy and robustness. Unlike a conventional ensemble, we may average many models without incurring any additional inference or memory costs -- we call the results "model soups." When fine-tuning large pre-trained models such as CLIP, ALIGN, and a ViT-G pre-trained on JFT, our soup recipe provides significant improvements over the best model in a hyperparameter sweep on ImageNet. The resulting ViT-G model, which attains 90.94% top-1 accuracy on ImageNet, achieved a new state of the art. Furthermore, we show that the model soup approach extends to multiple image classification and natural language processing tasks, improves out-of-distribution performance, and improves zero-shot performance on new downstream tasks. Finally, we analytically relate the performance similarity of weight-averaging and logit-ensembling to flatness of the loss and confidence of the predictions, and validate this relation empirically. Code is available at https://github.com/mlfoundations/model-soups.

  • 11 authors
·
Mar 10, 2022

ADORA: Training Reasoning Models with Dynamic Advantage Estimation on Reinforcement Learning

Reinforcement learning has become a cornerstone technique for developing reasoning models in complex tasks, ranging from mathematical problem-solving to imaginary reasoning. The optimization of these models typically relies on policy gradient methods, whose efficacy hinges on the accurate estimation of an advantage function. However, prevailing methods typically employ static advantage estimation, a practice that leads to inefficient credit assignment by neglecting the dynamic utility of training samples over time. This limitation results in suboptimal policy updates, which in turn manifest as slower convergence rates and increased learning instability, as models fail to adapt to evolving sample utilities effectively. To address this problem, we introduce ADORA (Advantage Dynamics via Online Rollout Adaptation), a novel framework for policy optimization. ADORA dynamically adjusts the advantage function's weighting by adaptively categorizing training data into temporarily advantageous and disadvantageous samples, based on their evolving utility during online model rollouts. This tailored data differentiation strategy allows ADORA to be seamlessly integrated into existing policy optimization algorithms without significant architectural modifications, enabling the policy to prioritize learning from more informative experiences and thereby achieve more efficient policy updates. Extensive evaluations across diverse model families and varying data scales demonstrate that ADORA is a robust and efficient framework. It significantly enhances long reasoning in both geometric and mathematical tasks, consistently achieving notable performance gains without requiring sensitive hyperparameter tuning.

  • 7 authors
·
Feb 10

NGRPO: Negative-enhanced Group Relative Policy Optimization

RLVR has enhanced the reasoning capabilities of Large Language Models (LLMs) across various tasks. However, GRPO, a representative RLVR algorithm, suffers from a critical limitation: when all responses within a group are either entirely correct or entirely incorrect, the model fails to learn from these homogeneous responses. This is particularly problematic for homogeneously incorrect groups, where GRPO's advantage function yields a value of zero, leading to null gradients and the loss of valuable learning signals. To overcome this issue, we propose NGRPO (Negative-enhanced Group Relative Policy Optimization), an algorithm designed to convert homogeneous errors into robust learning signals. First, NGRPO introduces Advantage Calibration. This mechanism hypothesizes the existence of a virtual maximum-reward sample during advantage calculation, thereby altering the mean and variance of rewards within a group and ensuring that the advantages for homogeneously incorrect samples are no longer zero. Second, NGRPO employs Asymmetric Clipping, which relaxes the update magnitude for positive samples while imposing stricter constraints on that of negative samples. This serves to stabilize the exploration pressure introduced by the advantage calibration. Our experiments on Qwen2.5-Math-7B demonstrate that NGRPO significantly outperforms baselines such as PPO, GRPO, DAPO, and PSR-NSR on mathematical benchmarks including MATH500, AMC23, and AIME2025. These results validate NGRPO's ability to learn from homogeneous errors, leading to stable and substantial improvements in mathematical reasoning. Our code is available at https://github.com/nangongrui-ngr/NGRPO.

  • 11 authors
·
Sep 23, 2025

Back to Basics: Revisiting Exploration in Reinforcement Learning for LLM Reasoning via Generative Probabilities

Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as an indispensable paradigm for enhancing reasoning in Large Language Models (LLMs). However, standard policy optimization methods, such as Group Relative Policy Optimization (GRPO), often converge to low-entropy policies, leading to severe mode collapse and limited output diversity. We analyze this issue from the perspective of sampling probability dynamics, identifying that the standard objective disproportionately reinforces the highest-likelihood paths, thereby suppressing valid alternative reasoning chains. To address this, we propose a novel Advantage Re-weighting Mechanism (ARM) designed to equilibrate the confidence levels across all correct responses. By incorporating Prompt Perplexity and Answer Confidence into the advantage estimation, our method dynamically reshapes the reward signal to attenuate the gradient updates of over-confident reasoning paths, while redistributing probability mass toward under-explored correct solutions. Empirical results demonstrate that our approach significantly enhances generative diversity and response entropy while maintaining competitive accuracy, effectively achieving a superior trade-off between exploration and exploitation in reasoning tasks. Empirical results on Qwen2.5 and DeepSeek models across mathematical and coding benchmarks show that ProGRPO significantly mitigates entropy collapse. Specifically, on Qwen2.5-7B, our method outperforms GRPO by 5.7% in Pass@1 and, notably, by 13.9% in Pass@32, highlighting its superior capability in generating diverse correct reasoning paths.

  • 4 authors
·
Feb 4 2

Flexible Model Aggregation for Quantile Regression

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost estimates, and revenue predictions all benefit from being able to quantify the range of possible values accurately. As such, many models have been developed for this problem over many years of research in statistics, machine learning, and related fields. Rather than proposing yet another (new) algorithm for quantile regression we adopt a meta viewpoint: we investigate methods for aggregating any number of conditional quantile models, in order to improve accuracy and robustness. We consider weighted ensembles where weights may vary over not only individual models, but also over quantile levels, and feature values. All of the models we consider in this paper can be fit using modern deep learning toolkits, and hence are widely accessible (from an implementation point of view) and scalable. To improve the accuracy of the predicted quantiles (or equivalently, prediction intervals), we develop tools for ensuring that quantiles remain monotonically ordered, and apply conformal calibration methods. These can be used without any modification of the original library of base models. We also review some basic theory surrounding quantile aggregation and related scoring rules, and contribute a few new results to this literature (for example, the fact that post sorting or post isotonic regression can only improve the weighted interval score). Finally, we provide an extensive suite of empirical comparisons across 34 data sets from two different benchmark repositories.

  • 5 authors
·
Feb 26, 2021

Merging Models with Fisher-Weighted Averaging

Averaging the parameters of models that have the same architecture and initialization can provide a means of combining their respective capabilities. In this paper, we take the perspective that this "merging" operation can be seen as choosing parameters that approximately maximize the joint likelihood of the posteriors of the models' parameters. Computing a simple average of the models' parameters therefore corresponds to making an isotropic Gaussian approximation to their posteriors. We develop an alternative merging procedure based on the Laplace approximation where we approximate each model's posterior as a Gaussian distribution whose precision matrix corresponds to its Fisher information. We first show that our "Fisher merging" technique provides a performance boost in settings where simple parameter averaging is currently used -- specifically, robust fine-tuning and model ensembling. Then, we compare merging to standard gradient-based transfer learning and demonstrate that merging enables a fundamentally different method for transferring capabilities across models. Specifically, we show that Fisher merging is competitive with gradient-based transfer learning approaches (while being significantly cheaper) in intermediate-task training and domain-adaptive pre-training. We also show that our merging procedure makes it possible to combine models in previously unexplored ways. We release our code to facilitate future research into methods for merging models.

  • 2 authors
·
Nov 18, 2021

What are the best systems? New perspectives on NLP Benchmarking

In Machine Learning, a benchmark refers to an ensemble of datasets associated with one or multiple metrics together with a way to aggregate different systems performances. They are instrumental in (i) assessing the progress of new methods along different axes and (ii) selecting the best systems for practical use. This is particularly the case for NLP with the development of large pre-trained models (e.g. GPT, BERT) that are expected to generalize well on a variety of tasks. While the community mainly focused on developing new datasets and metrics, there has been little interest in the aggregation procedure, which is often reduced to a simple average over various performance measures. However, this procedure can be problematic when the metrics are on a different scale, which may lead to spurious conclusions. This paper proposes a new procedure to rank systems based on their performance across different tasks. Motivated by the social choice theory, the final system ordering is obtained through aggregating the rankings induced by each task and is theoretically grounded. We conduct extensive numerical experiments (on over 270k scores) to assess the soundness of our approach both on synthetic and real scores (e.g. GLUE, EXTREM, SEVAL, TAC, FLICKR). In particular, we show that our method yields different conclusions on state-of-the-art systems than the mean-aggregation procedure while being both more reliable and robust.

  • 4 authors
·
Feb 8, 2022

Predicting Rare Events by Shrinking Towards Proportional Odds

Training classifiers is difficult with severe class imbalance, but many rare events are the culmination of a sequence with much more common intermediate outcomes. For example, in online marketing a user first sees an ad, then may click on it, and finally may make a purchase; estimating the probability of purchases is difficult because of their rarity. We show both theoretically and through data experiments that the more abundant data in earlier steps may be leveraged to improve estimation of probabilities of rare events. We present PRESTO, a relaxation of the proportional odds model for ordinal regression. Instead of estimating weights for one separating hyperplane that is shifted by separate intercepts for each of the estimated Bayes decision boundaries between adjacent pairs of categorical responses, we estimate separate weights for each of these transitions. We impose an L1 penalty on the differences between weights for the same feature in adjacent weight vectors in order to shrink towards the proportional odds model. We prove that PRESTO consistently estimates the decision boundary weights under a sparsity assumption. Synthetic and real data experiments show that our method can estimate rare probabilities in this setting better than both logistic regression on the rare category, which fails to borrow strength from more abundant categories, and the proportional odds model, which is too inflexible.

  • 2 authors
·
May 29, 2023

Momentum Benefits Non-IID Federated Learning Simply and Provably

Federated learning is a powerful paradigm for large-scale machine learning, but it faces significant challenges due to unreliable network connections, slow communication, and substantial data heterogeneity across clients. FedAvg and SCAFFOLD are two prominent algorithms to address these challenges. In particular, FedAvg employs multiple local updates before communicating with a central server, while SCAFFOLD maintains a control variable on each client to compensate for ``client drift'' in its local updates. Various methods have been proposed to enhance the convergence of these two algorithms, but they either make impractical adjustments to the algorithmic structure or rely on the assumption of bounded data heterogeneity. This paper explores the utilization of momentum to enhance the performance of FedAvg and SCAFFOLD. When all clients participate in the training process, we demonstrate that incorporating momentum allows FedAvg to converge without relying on the assumption of bounded data heterogeneity even using a constant local learning rate. This is novel and fairly surprising as existing analyses for FedAvg require bounded data heterogeneity even with diminishing local learning rates. In partial client participation, we show that momentum enables SCAFFOLD to converge provably faster without imposing any additional assumptions. Furthermore, we use momentum to develop new variance-reduced extensions of FedAvg and SCAFFOLD, which exhibit state-of-the-art convergence rates. Our experimental results support all theoretical findings.

  • 4 authors
·
Jun 28, 2023

Enhancing Group Fairness in Online Settings Using Oblique Decision Forests

Fairness, especially group fairness, is an important consideration in the context of machine learning systems. The most commonly adopted group fairness-enhancing techniques are in-processing methods that rely on a mixture of a fairness objective (e.g., demographic parity) and a task-specific objective (e.g., cross-entropy) during the training process. However, when data arrives in an online fashion -- one instance at a time -- optimizing such fairness objectives poses several challenges. In particular, group fairness objectives are defined using expectations of predictions across different demographic groups. In the online setting, where the algorithm has access to a single instance at a time, estimating the group fairness objective requires additional storage and significantly more computation (e.g., forward/backward passes) than the task-specific objective at every time step. In this paper, we propose Aranyani, an ensemble of oblique decision trees, to make fair decisions in online settings. The hierarchical tree structure of Aranyani enables parameter isolation and allows us to efficiently compute the fairness gradients using aggregate statistics of previous decisions, eliminating the need for additional storage and forward/backward passes. We also present an efficient framework to train Aranyani and theoretically analyze several of its properties. We conduct empirical evaluations on 5 publicly available benchmarks (including vision and language datasets) to show that Aranyani achieves a better accuracy-fairness trade-off compared to baseline approaches.

  • 7 authors
·
Oct 17, 2023

Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms

This paper investigates the problem of ensembling multiple strategies for sequential portfolios to outperform individual strategies in terms of long-term wealth. Due to the uncertainty of strategies' performances in the future market, which are often based on specific models and statistical assumptions, investors often mitigate risk and enhance robustness by combining multiple strategies, akin to common approaches in collective learning prediction. However, the absence of a distribution-free and consistent preference framework complicates decisions of combination due to the ambiguous objective. To address this gap, we introduce a novel framework for decision-making in combining strategies, irrespective of market conditions, by establishing the investor's preference between decisions and then forming a clear objective. Through this framework, we propose a combinatorial strategy construction, free from statistical assumptions, for any scale of component strategies, even infinite, such that it meets the determined criterion. Finally, we test the proposed strategy along with its accelerated variant and some other multi-strategies. The numerical experiments show results in favor of the proposed strategies, albeit with small tradeoffs in their Sharpe ratios, in which their cumulative wealths eventually exceed those of the best component strategies while the accelerated strategy significantly improves performance.

  • 1 authors
·
Jun 5, 2024

Conditional Advantage Estimation for Reinforcement Learning in Large Reasoning Models

Reinforcement Learning with Verifiable Rewards (RLVR) for large language models (LLMs) has achieved remarkable progress in enhancing LLMs' reasoning capabilities on tasks with clear correctness criteria, such as mathematical reasoning tasks. Several training metrics, such as entropy or response length, have been observed to correlate with different reasoning behaviors in reinforcement learning. Prior approaches incorporate such priors through reward or advantage shaping, which often relies on hand-crafted penalties and preferences (e.g., higher-is-better or lower-is-better). However, without careful hyperparameter tuning, these directional priors can be overly biased and may lead to failure. To this end, we introduce Conditional advANtage estimatiON (CANON), amplifying the impact of the target metric without presuming its direction. Specifically, CANON regroups the sampled responses into two groups based on the higher or lower value of a target metric, measures which metric trend contributes to better performance through inter-group comparison, and identifies the better response within the same group. In summary, CANON based on entropy consistently outperforms prior methods across three LLMs on both math reasoning and high-complexity logic tasks. When applied to response length, CANON further improves token efficiency, yielding a more favorable Pareto frontier in the performance-cost trade-off.

  • 9 authors
·
Sep 28, 2025 2

What Benefits Drive Membership in Medicare Advantage Plans?

We seek to identify the most relevant benefits offered by Medicare Advantage Health Plans that drive membership and market share. As an example, we explore plans operating in a single county in New Jersey between 2018 and 2023. A dataset of benefits from publicly available data sources was created and the variance inflation factor was applied to identify the correlation between the extracted features, to avoid multicollinearity and overparameterization problems. We categorized the variable Market Share and used it as a multinomial response variable with three categories: less than 0.3\%, 0.3\% to 1.5\%, and over 1.5\%. Categories were chosen to achieve approximately uniform distribution of plans (47, 60, and 65 respectively). We built a multinomial Lasso model using 5-fold cross-validation to tune the penalty parameter. Lasso forced some features to be dropped from the model, which reduces the risk of overfitting and increases the interpretability of the results. For each category, important variables are different. Certain brands drive market share, as do PPO plans and prescription drug coverage. Benefits, particularly ancillary benefits that are not part of CMS's required benefits, appear to have little influence, while financial terms such as deductibles, copays, and out-of-pocket limits are associated with higher market share. Finally, we evaluated the predictive accuracy of the Lasso model with the test set. The accuracy is 0.76.

  • 2 authors
·
Nov 3, 2025

Compound Estimation for Binomials

Many applications involve estimating the mean of multiple binomial outcomes as a common problem -- assessing intergenerational mobility of census tracts, estimating prevalence of infectious diseases across countries, and measuring click-through rates for different demographic groups. The most standard approach is to report the plain average of each outcome. Despite simplicity, the estimates are noisy when the sample sizes or mean parameters are small. In contrast, the Empirical Bayes (EB) methods are able to boost the average accuracy by borrowing information across tasks. Nevertheless, the EB methods require a Bayesian model where the parameters are sampled from a prior distribution which, unlike the commonly-studied Gaussian case, is unidentified due to discreteness of binomial measurements. Even if the prior distribution is known, the computation is difficult when the sample sizes are heterogeneous as there is no simple joint conjugate prior for the sample size and mean parameter. In this paper, we consider the compound decision framework which treats the sample size and mean parameters as fixed quantities. We develop an approximate Stein's Unbiased Risk Estimator (SURE) for the average mean squared error given any class of estimators. For a class of machine learning-assisted linear shrinkage estimators, we establish asymptotic optimality, regret bounds, and valid inference. Unlike existing work, we work with the binomials directly without resorting to Gaussian approximations. This allows us to work with small sample sizes and/or mean parameters in both one-sample and two-sample settings. We demonstrate our approach using three datasets on firm discrimination, education outcomes, and innovation rates.

  • 2 authors
·
Dec 30, 2025

ADHint: Adaptive Hints with Difficulty Priors for Reinforcement Learning

To combine the advantages of Supervised Fine-Tuning (SFT) and Reinforcement Learning (RL), recent methods have integrated ''hints'' into post-training, which are prefix segments of complete reasoning trajectories, aiming for powerful knowledge expansion and reasoning generalization. However, existing hint-based RL methods typically ignore difficulty when scheduling hint ratios and estimating relative advantages, leading to unstable learning and excessive imitation of off-policy hints. In this work, we propose ADHint, which treats difficulty as a key factor in both hint-ratio schedule and relative-advantage estimation to achieve a better trade-off between exploration and imitation. Specifically, we propose Adaptive Hint with Sample Difficulty Prior, which evaluates each sample's difficulty under the policy model and accordingly schedules an appropriate hint ratio to guide its rollouts. We also introduce Consistency-based Gradient Modulation and Selective Masking for Hint Preservation to modulate token-level gradients within hints, preventing biased and destructive updates. Additionally, we propose Advantage Estimation with Rollout Difficulty Posterior, which leverages the relative difficulty of rollouts with and without hints to estimate their respective advantages, thereby achieving more balanced updates. Extensive experiments across diverse modalities, model scales, and domains demonstrate that ADHint delivers superior reasoning ability and out-of-distribution generalization, consistently surpassing existing methods in both pass@1 and avg@8. Our code and dataset will be made publicly available upon paper acceptance.

  • 8 authors
·
Dec 15, 2025

SWAD: Domain Generalization by Seeking Flat Minima

Domain generalization (DG) methods aim to achieve generalizability to an unseen target domain by using only training data from the source domains. Although a variety of DG methods have been proposed, a recent study shows that under a fair evaluation protocol, called DomainBed, the simple empirical risk minimization (ERM) approach works comparable to or even outperforms previous methods. Unfortunately, simply solving ERM on a complex, non-convex loss function can easily lead to sub-optimal generalizability by seeking sharp minima. In this paper, we theoretically show that finding flat minima results in a smaller domain generalization gap. We also propose a simple yet effective method, named Stochastic Weight Averaging Densely (SWAD), to find flat minima. SWAD finds flatter minima and suffers less from overfitting than does the vanilla SWA by a dense and overfit-aware stochastic weight sampling strategy. SWAD shows state-of-the-art performances on five DG benchmarks, namely PACS, VLCS, OfficeHome, TerraIncognita, and DomainNet, with consistent and large margins of +1.6% averagely on out-of-domain accuracy. We also compare SWAD with conventional generalization methods, such as data augmentation and consistency regularization methods, to verify that the remarkable performance improvements are originated from by seeking flat minima, not from better in-domain generalizability. Last but not least, SWAD is readily adaptable to existing DG methods without modification; the combination of SWAD and an existing DG method further improves DG performances. Source code is available at https://github.com/khanrc/swad.

  • 7 authors
·
Nov 2, 2021

Sparse Model Soups: A Recipe for Improved Pruning via Model Averaging

Neural networks can be significantly compressed by pruning, yielding sparse models with reduced storage and computational demands while preserving predictive performance. Model soups (Wortsman et al., 2022) enhance generalization and out-of-distribution (OOD) performance by averaging the parameters of multiple models into a single one, without increasing inference time. However, achieving both sparsity and parameter averaging is challenging as averaging arbitrary sparse models reduces the overall sparsity due to differing sparse connectivities. This work addresses these challenges by demonstrating that exploring a single retraining phase of Iterative Magnitude Pruning (IMP) with varied hyperparameter configurations such as batch ordering or weight decay yields models suitable for averaging, sharing identical sparse connectivity by design. Averaging these models significantly enhances generalization and OOD performance over their individual counterparts. Building on this, we introduce Sparse Model Soups (SMS), a novel method for merging sparse models by initiating each prune-retrain cycle with the averaged model from the previous phase. SMS preserves sparsity, exploits sparse network benefits, is modular and fully parallelizable, and substantially improves IMP's performance. We further demonstrate that SMS can be adapted to enhance state-of-the-art pruning-during-training approaches.

  • 3 authors
·
Jun 29, 2023

Weighted Tallying Bandits: Overcoming Intractability via Repeated Exposure Optimality

In recommender system or crowdsourcing applications of online learning, a human's preferences or abilities are often a function of the algorithm's recent actions. Motivated by this, a significant line of work has formalized settings where an action's loss is a function of the number of times that action was recently played in the prior m timesteps, where m corresponds to a bound on human memory capacity. To more faithfully capture decay of human memory with time, we introduce the Weighted Tallying Bandit (WTB), which generalizes this setting by requiring that an action's loss is a function of a weighted summation of the number of times that arm was played in the last m timesteps. This WTB setting is intractable without further assumption. So we study it under Repeated Exposure Optimality (REO), a condition motivated by the literature on human physiology, which requires the existence of an action that when repetitively played will eventually yield smaller loss than any other sequence of actions. We study the minimization of the complete policy regret (CPR), which is the strongest notion of regret, in WTB under REO. Since m is typically unknown, we assume we only have access to an upper bound M on m. We show that for problems with K actions and horizon T, a simple modification of the successive elimination algorithm has O left( KT + (m+M)K right) CPR. Interestingly, upto an additive (in lieu of mutliplicative) factor in (m+M)K, this recovers the classical guarantee for the simpler stochastic multi-armed bandit with traditional regret. We additionally show that in our setting, any algorithm will suffer additive CPR of Omega left( mK + M right), demonstrating our result is nearly optimal. Our algorithm is computationally efficient, and we experimentally demonstrate its practicality and superiority over natural baselines.

  • 4 authors
·
May 4, 2023

CapVector: Learning Transferable Capability Vectors in Parametric Space for Vision-Language-Action Models

This paper proposes a novel approach to address the challenge that pretrained VLA models often fail to effectively improve performance and reduce adaptation costs during standard supervised finetuning (SFT). Some advanced finetuning methods with auxiliary training objectives can improve performance and reduce the number of convergence steps. However, they typically incur significant computational overhead due to the additional losses from auxiliary objectives. To simultaneously achieve the enhanced capabilities of auxiliary training with the simplicity of standard SFT, we decouple the two objectives of auxiliary-objective SFT within the parameter space, namely, enhancing general capabilities and fitting task-specific action distributions. To deliver the goal, we only need to train the model to converge on a small-scale task set using two distinct training strategies, resulting in two finetuned models. The parameters' difference between the two models can then be interpreted as capability vectors provided by auxiliary objectives. These vectors are then merged with pretrained parameters to form a capability-enhanced meta model. Moreover, when standard SFT is augmented with a lightweight orthogonal regularization loss, the merged model attains performance comparable to auxiliary finetuned baselines with reduced computational overhead. Internal and external experiments demonstrate that our capability vectors (1) are effective and versatile across diverse models, (2) can generalize to novel environments and embodiments out of the box.

PA&DA: Jointly Sampling PAth and DAta for Consistent NAS

Based on the weight-sharing mechanism, one-shot NAS methods train a supernet and then inherit the pre-trained weights to evaluate sub-models, largely reducing the search cost. However, several works have pointed out that the shared weights suffer from different gradient descent directions during training. And we further find that large gradient variance occurs during supernet training, which degrades the supernet ranking consistency. To mitigate this issue, we propose to explicitly minimize the gradient variance of the supernet training by jointly optimizing the sampling distributions of PAth and DAta (PA&DA). We theoretically derive the relationship between the gradient variance and the sampling distributions, and reveal that the optimal sampling probability is proportional to the normalized gradient norm of path and training data. Hence, we use the normalized gradient norm as the importance indicator for path and training data, and adopt an importance sampling strategy for the supernet training. Our method only requires negligible computation cost for optimizing the sampling distributions of path and data, but achieves lower gradient variance during supernet training and better generalization performance for the supernet, resulting in a more consistent NAS. We conduct comprehensive comparisons with other improved approaches in various search spaces. Results show that our method surpasses others with more reliable ranking performance and higher accuracy of searched architectures, showing the effectiveness of our method. Code is available at https://github.com/ShunLu91/PA-DA.

  • 7 authors
·
Feb 28, 2023

Learning to Optimize Multi-Objective Alignment Through Dynamic Reward Weighting

Prior works in multi-objective reinforcement learning typically use linear reward scalarization with fixed weights, which provably fail to capture non-convex Pareto fronts and thus yield suboptimal results. This limitation becomes especially critical in online preference alignment for large language models. Here, stochastic trajectories generated by parameterized policies create highly non-linear and non-convex mappings from parameters to objectives that no single static weighting scheme can find optimal trade-offs. We address this limitation by introducing dynamic reward weighting, which adaptively adjusts reward weights during the online reinforcement learning process. Unlike existing approaches that rely on fixed-weight interpolation, our dynamic weighting continuously balances and prioritizes objectives in training, facilitating effective exploration of Pareto fronts in objective space. We introduce two approaches of increasing sophistication and generalizability: (1) hypervolume-guided weight adaptation and (2) gradient-based weight optimization, offering a versatile toolkit for online multi-objective alignment. Our extensive experiments demonstrate their compatibility with commonly used online reinforcement learning algorithms (including GRPO, REINFORCE, and RLOO), effectiveness across multiple mathematical reasoning datasets, and applicability to different model families, consistently achieving Pareto dominant solutions with fewer training steps than fixed-weight linear scalarization baselines.

Communication-Efficient Heterogeneous Federated Learning with Generalized Heavy-Ball Momentum

Federated Learning (FL) has emerged as the state-of-the-art approach for learning from decentralized data in privacy-constrained scenarios.However, system and statistical challenges hinder its real-world applicability, requiring efficient learning from edge devices and robustness to data heterogeneity. Despite significant research efforts, existing approaches often degrade severely due to the joint effect of heterogeneity and partial client participation. In particular, while momentum appears as a promising approach for overcoming statistical heterogeneity, in current approaches its update is biased towards the most recently sampled clients. As we show in this work, this is the reason why it fails to outperform FedAvg, preventing its effective use in real-world large-scale scenarios. In this work, we propose a novel Generalized Heavy-Ball Momentum (GHBM) and theoretically prove it enables convergence under unbounded data heterogeneity in cyclic partial participation, thereby advancing the understanding of momentum's effectiveness in FL. We then introduce adaptive and communication-efficient variants of GHBM that match the communication complexity of FedAvg in settings where clients can be stateful. Extensive experiments on vision and language tasks confirm our theoretical findings, demonstrating that GHBM substantially improves state-of-the-art performance under random uniform client sampling, particularly in large-scale settings with high data heterogeneity and low client participation. Code is available at https://rickzack.github.io/GHBM.

  • 4 authors
·
Jun 26, 2025

Hierarchy-of-Groups Policy Optimization for Long-Horizon Agentic Tasks

Group-based reinforcement learning (RL), such as GRPO, has advanced the capabilities of large language models on long-horizon agentic tasks. To enable more fine-grained policy updates, recent research has increasingly shifted toward stepwise group-based policy optimization, which treats each step in a rollout trajectory independently while using a memory module to retain historical context. However, we find a key issue in estimating stepwise relative advantages, namely context inconsistency, where steps within the same group may differ in their historical contexts. Empirically, we reveal that this issue can lead to severely biased advantage estimation, thereby degrading policy optimization significantly. To address the issue, in this paper, we propose Hierarchy-of-Groups Policy Optimization (HGPO) for long-horizon agentic tasks. Specifically, within a group of rollout trajectories, HGPO assigns each step to multiple hierarchical groups according to the consistency of historical contexts. Then, for each step, HGPO computes distinct advantages within each group and aggregates them with an adaptive weighting scheme. In this way, HGPO can achieve a favorable bias-variance trade-off in stepwise advantage estimation, without extra models or rollouts. Evaluations on two challenging agentic tasks, ALFWorld and WebShop with Qwen2.5-1.5B-Instruct and Qwen2.5-7B-Instruct, show that HGPO significantly outperforms existing agentic RL methods under the same computational constraints. Code is available at https://github.com/langfengQ/verl-agent/tree/master/recipe/hgpo.

  • 6 authors
·
Feb 26