ICML 2026 Papers

International Conference on Machine Learning

Decision breakdown

6,341papers

Counted from the official paper list; may differ slightly from the number the conference announced.

  • Spotlight
    5368.5%
  • Poster
    5,80591.5%

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From Basis to Basis: Gaussian Particle Representation for Interpretable PDE Operators

Zhihao Li, Yu Feng, Zhilu Lai, Wei Wang

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Learning fluid PDE dynamics has increasingly benefited from neural operators and Transformer-based models, but their latent states often remain opaque, and sample-wise attention can be costly at high resolutions. We propose the \emph{Gaussian Particle Operator} (GPO), a basis-to-basis neural operator that represents fields with a learned \emph{Gaussian basis}. Each atom carries explicit geometric parameters, including centers, anisotropic scales, and weights, yielding a compact, mesh-agnostic, and directly visualizable intermediate representation. GPO operates in modal space: learned Gaussian modal windows perform Petrov--Galerkin measurements, and a PG Gaussian Attention module couples the resulting modes globally before scattering them back to the spatial domain. This design is resolution-agnostic, scales near-linearly with the number of samples for a fixed modal budget, and naturally applies to irregular geometries and 3D domains. We separately evaluate Gaussian-basis reconstruction and operator prediction. Across standard PDE benchmarks and real reanalysis datasets, GPO achieves competitive accuracy against neural-operator and Transformer baselines, ranking best on most tasks and close to the best on the remainder. The learned particles and modal couplings further provide representation-level interpretability, positioning GPO as a useful intermediate representation rather than a one-to-one decomposition of physical structures. The code is available at \url{https://github.com/lizhihao2022/GPO}.

Poster
Sparse Regression with $\ell_0$ Constraints for $\alpha$-Mixing Time Series: Algorithms and Guarantees

Ruoxin Yuan, Lijun Ding

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Exact sparse methods based on $\ell_0$ constraints are increasingly used for interpretable and scalable time series modeling, where one aims to recover a small set of informative lags/factors while maintaining strong predictive performance and low computational cost. Despite their empirical success, finite-sample and computational guarantees for such methods under temporal dependence remain limited. In this paper, we study $\ell_0$-constrained least squares for time series generated by $\alpha$-mixing stationary Gaussian processes with sparse coefficients. We establish high-probability restricted strong convexity/smoothness (RSC/RSS) for the empirical quadratic loss. Leveraging these conditions, we derive nonasymptotic statistical guarantees and computational complexities for a series of exact sparse methods, including iterative hard thresholding (IHT). We apply our theoretical results to Gaussian vector autoregressive (VAR) models and obtain new guarantees. Experiments on synthetic sparse VAR models and real-world mobility time series demonstrate that exact sparse methods recover lag structure more accurately and interpretably than some classical methods, while achieving comparable prediction error with substantially lower computational cost.

Poster
Stability beyond Bounded Differences: Sharp Generalization Bounds under Finite $L_p$ Moments

Qianqian Lei, Soham Bonnerjee, Yuefeng Han, Wei Biao Wu

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While algorithmic stability is a central tool for understanding generalization of learning algorithms, existing high-probability guarantees typically rely on uniform boundedness or sub-Gaussian/sub-Weibull tail assumptions, which can be overly restrictive for modern settings with heavy-tailed or unbounded losses. We develop a stability-based framework that requires only a finite $L_p$ moment condition. Our first contribution is sharp concentration inequalities for functions of independent random variables under $L_p$ constraints, extending McDiarmid's bounded-differences techniques beyond the classical regime. Leveraging these results, we derive sharp high-probability generalization bounds across a range of learning paradigms, including empirical risk minimization, transductive regression, and meta-learning. These guarantees show that $L_p$ stability suffices for robust generalization even when boundedness fails, substantially weakening the standard assumptions in the stability literature.

Poster
Kinematics-Driven Gaussian Shape Deformation for Blurry Monocular Dynamic Scenes

Yeon-Ji Song, Kiyoung Kwon, Junoh Lee, Jin-Hwa Kim, Byoung-Tak Zhang

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Reconstructing dynamic 3D scenes from blurry monocular videos is challenging because motion-induced blur entangles object motion and geometry, hindering geometric consistency. We present Kinematics-GS, a kinematics-aware framework that models blur as motion-aligned deformation and introduces a kinematic prior to reparameterize Gaussian shapes along motion trajectories, thereby mitigating degenerate shape collapse without auxiliary motion supervision. To stabilize optimization, we decompose scenes into dynamic and static components using temporal deformation variance and employ a coarse-to-fine deformation strategy to capture both global motion and fine-grained details. We also introduce a challenging real-world dataset of deformable and elastic objects exhibiting non-rigid motion with spatially non-uniform motion blur that obscures geometric cues. Extensive experiments on real-world benchmarks with realistic motion blur demonstrate that Kinematics-GS outperforms prior methods by a clear margin in monocular dynamic scene reconstruction, highlighting its effectiveness in handling complex and non-rigid motion scenarios.

Poster
Deep Single-Index Fréchet Regression

Muqing Cui, Yidong Zhou, Su I Iao, Hans-Georg Müller

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Predicting outputs that are located in non-Euclidean spaces, such as probability distributions, networks, and symmetric positive-definite matrices, is becoming increasingly important in modern data analysis, particularly when inputs are high-dimensional. We propose DeSI (Deep Single-Index Fréchet Regression), a semiparametric framework for regression with metric space-valued outputs and multivariate inputs that assumes a single-index structure for the conditional Fréchet mean. DeSI estimates an interpretable index direction, which quantifies the relative importance of inputs, using a deep neural network, and performs Fréchet regression along the resulting one-dimensional index in the target metric space. This structure mitigates the curse of dimensionality while retaining interpretability, which stands in contrast to standard deep neural networks. We establish theoretical guarantees for DeSI, including uniform approximation and convergence rates, and demonstrate its strong predictive performance through simulations on distributions, networks, and symmetric positive-definite matrices, as well as an application to compositional mood data from New Jersey.

Poster
A Diffusive Classification Loss for Learning Energy-based Generative Models

RuiKang OuYang, Louis Grenioux, José Miguel Hernández-Lobato

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Score-based generative models have recently achieved remarkable success. While they are usually parameterized by the score, an alternative way is to use a series of time-dependent energy-based models (EBMs), where the score is obtained from the negative input-gradient of the energy. Crucially, EBMs can be leveraged not only for generation, but also for tasks such as compositional sampling or building Boltzmann Generators via Monte Carlo methods. However, training EBMs remains challenging. Direct maximum likelihood is computationally prohibitive due to the need for nested sampling, while score matching, though efficient, suffers from mode blindness. To address these issues, we introduce the Diffusive Classification (DiffCLF) objective, a simple method that avoids blindness while remaining computationally efficient. DiffCLF reframes EBM learning as a supervised classification problem across noise levels, and can be seamlessly combined with standard score-based objectives. We validate the effectiveness of DiffCLF by comparing the estimated energies against ground truth in analytical Gaussian mixture cases, and by applying the trained models to tasks such as model composition and Boltzmann Generator sampling. Our results show that DiffCLF enables EBMs with higher fidelity and broader applicability than existing approaches. Our code is available at [h2o64/diffclf](https://github.com/h2o64/diffclf).

Poster
Posterior Sampling Reinforcement Learning with Gaussian Processes for Continuous Control: Sublinear Regret Bounds for Unbounded State Spaces

Hamish Flynn, Joe Watson, Ingmar Posner, Jan Peters

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We analyze the Bayesian regret of the Gaussian process posterior sampling reinforcement learning (GP-PSRL) algorithm. Posterior sampling is a heuristic for decision-making under uncertainty that has been used to develop successful algorithms for a variety of continuous control problems. However, theoretical work on GP-PSRL is limited. All known regret bounds either have a sub-optimal growth rate, require strong smoothness assumptions, or fail to properly account for the fact that the set of possible system states is unbounded. Through a recursive application of the Borell-Tsirelson-Ibragimov-Sudakov inequality, we show that, with high probability, the states actually visited by the algorithm are contained within a ball of near-constant radius. We then use the chaining method to control the regret suffered by GP-PSRL under weak smoothness conditions. Our main result is a Bayesian regret bound of the order $\widetilde{\mathcal{O}}(H\sqrt{\gamma_TT})$, where $H$ is the horizon, $T$ is the number of time steps and $\gamma_T$ is the expected information gain. With this result, we resolve the limitations with prior theoretical work on PSRL, and provide the theoretical foundation and tools for analyzing PSRL in complex settings.

Poster
Gaussian Mean Field Variational Inference can Overestimate Predictive Variance

James Odgers, Ben Riegler, Siddharth Swaroop, Vincent Fortuin

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Mean Field Variational Inference (MFVI) is widely understood to underestimate posterior variance. By analysing conjugate Bayesian linear regression, we show that this characterisation is incomplete: while MFVI underestimates the variance in parameter space, it can overestimate the predictive variance compared to the exact posterior. We show that if the MFVI posterior underestimates predictive variances in some directions, it necessarily overestimates them in others. Crucially, this overestimation occurs in directions where the training data concentrates. This leads to the surprising result that, for a test point drawn from the training distribution, MFVI's expected predictive variance exceeds that of the exact posterior. We demonstrate a pathological case of this effect, where the MFVI posterior fails to reduce predictive variance compared to the prior on i.i.d. data. We connect these results to the Cold Posterior Effect, arguing that varying the temperature can correct this overestimation, yielding predictions closer to those of the exact posterior. We validate our theory on synthetic and real-world regression tasks.

Poster
GIPO: Gaussian Importance Sampling Policy Optimization

Chengxuan Lu, Zhenquan Zhang, Shukuan Wang, Qunzhi Lin, Baigui Sun, Yang Liu

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Post-training with reinforcement learning (RL) has recently shown strong promise for advancing multimodal agents beyond supervised imitation. However, RL remains limited by poor data efficiency, particularly in settings where interaction data are scarce and quickly become outdated. To address this challenge, GIPO (Gaussian Importance sampling Policy Optimization) is proposed as a policy optimization objective based on truncated importance sampling, replacing hard clipping with a log-ratio-based Gaussian trust weight to softly damp extreme importance ratios while maintaining non-zero gradients. Theoretical analysis shows that GIPO introduces an implicit, tunable constraint on the update magnitude, while concentration bounds guarantee robustness and stability under finite-sample estimation. Experimental results show that GIPO achieves state-of-the-art performance among clipping-based baselines across a wide range of replay buffer sizes, from near on-policy to highly stale data, while exhibiting superior bias--variance trade-off, high training stability and improved sample efficiency. Code is available at https://github.com/distanceLu/GIPO.

Poster
Identifying Common Hubs in Multiple Gaussian Graphical Models

José Á Sánchez Gómez, Weibin Mo, Junlong Zhao, Yufeng Liu

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The Gaussian graphical model (GGM) is a useful tool to represent relationships of conditional dependence among variables. In many real-world applications, datasets often contain multiple related sub-populations, whose associated GGMs may have common structure, as well as large structural differences. In such cases, it is useful to recover common hub variables, which are the highly connected variables in the GGMs of all sub-populations. In this paper, we propose the Joint Inverse Components for Hub Detection (JIC-HD) method to recover the common hubs across multiple GGMs without the need to estimate all subpopulation GGMs. To this end, we introduce joint minimax eigenspaces, and show that these can be leveraged for the recovery of common hubs. We establish theoretical guarantees for the recovery of common hubs. Additionally, our numerical simulation studies confirm superior performance of our JIC-HD in detecting common hubs compared to the existing methods in the literature. Our method is especially advantageous when the multiple GGMs have both common and individual hubs across sub-populations. Finally, we analyze cancer gene-expression datasets and identify biologically meaningful common hub genes across cancer subtypes.

Poster
Empirical Gaussian Processes

Jihao Andreas Lin, Sebastian Ament, Louis C. Tiao, David Eriksson, Maximilian Balandat, Eytan Bakshy

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Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of standard functions, a process that requires expert knowledge, results in limited adaptivity to data, and imposes strong assumptions on the hypothesis space. Re-evaluating this challenge from a hierarchical Bayesian and function-space view, we study Empirical GPs, a principled framework for constructing flexible, data-driven GP priors that overcome these limitations. Rather than relying on standard parametric kernels, we estimate the mean and covariance functions empirically from a corpus of historical observations, enabling the prior to reflect rich, non-trivial covariance structures present in the data. Theoretically, we show that the resulting model converges to the GP that is closest (in KL-divergence sense) to the real data-generating process. We formulate the problem of learning the GP prior from independent datasets as maximum likelihood estimation and derive an Expectation-Maximization algorithm with closed-form updates, allowing the model handle heterogeneous observation locations across datasets. We demonstrate that Empirical GPs achieve competitive performance on learning curve extrapolation and time series forecasting benchmarks.

Poster
Goal-Oriented Lower-Tail Calibration of Gaussian Processes for Bayesian Optimization

Aurélien Pion, Emmanuel Vazquez

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Bayesian optimization (BO) selects evaluation points for expensive black-box objectives using Gaussian process (GP) predictive distributions. Kernel choice and hyperparameter selection can lead to miscalibrated predictive distributions and an inappropriate exploration--exploitation trade-off. For minimization, sampling criteria such as expected improvement (EI) depend on the predictive distribution below the current best value, so lower-tail miscalibration directly affects the sampling decision. This article studies goal-oriented calibration of GP predictive distributions below a low threshold $t$ in the noiseless setting, for standard GP models with hyperparameters selected by maximum likelihood. A framework for predictive reliability below $t$ is introduced, based on two notions of spatial calibration: occurrence calibration over the design space and thresholded $\mu$-calibration on sublevel sets of the form $\lbrace x\in\mathbb{X}, f(x)\le t \rbrace$. Building on this framework, we propose tcGP, a post-hoc method that calibrates GP predictive distributions below $t$, and we show that the resulting EI-based global optimization algorithm remains dense in the design space. Experiments on standard benchmarks show improved lower-tail calibration and BO performance relative to standard GP models and globally calibrated GP models.

Poster
Is the Last Layer Sufficient for Uncertainty Quantification?

Joseph Wilson, Chris van der Heide, Liam Hodgkinson, Fred Roosta

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Epistemic uncertainty quantification (UQ) for deep neural networks (DNNs) is a requirement for safe adoption of AI in mission-critical settings. Several leading methods for UQ linearize DNNs to form Bayesian Generalized Linear Models (GLMs), where epistemic uncertainty is modeled via the predictive posterior distribution. Linearizing around the parameters of the *final connected layer* of a DNN is a commonly used approximation for reducing the computational burden of such GLMs, though it is often believed to come at the cost of degraded performance. In this work, we compare GLMs arising from full-network and last-layer linearization using both theoretical and empirical approaches. We first employ tools from random matrix theory to conduct a theoretical comparison; this analysis reveals no meaningful improvement in the UQ capabilities of full linearization. Coupled with a large-scale empirical evaluation across a range of modern machine learning tasks, we arrive at the following conclusion: a last-layer approximation yields comparable UQ performance while offering substantially improved computational efficiency.

Poster
3DGS$^2$-TR: A Scalable Second-Order Trust-Region Method for 3D Gaussian Splatting

Roger Hsiao, Yuchen Fang, Xiangru Huang, Ruilong Li, Hesam Rabeti, Zan Gojcic, Javad Lavaei, James Demmel, Sophia Shao

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We propose 3DGS$^2$-TR, a second-order optimizer for accelerating the scene training problem in 3D Gaussian Splatting (3DGS). Unlike existing second-order approaches that rely on explicit or dense curvature representations, such as 3DGS-LM (Höllein et al., 2025) or 3DGS2 (Lan et al., 2025), our method approximates curvature using only the diagonal of the Hessian matrix, estimated efficiently via Hutchinson’s method. Our approach is fully matrix-free and has the same complexity as ADAM (Kingma, 2024), $O(n)$ in both computation and memory costs. To ensure stable optimization in the presence of strong nonlinearity in the 3DGS rasterization process, we introduce a parameter-wise trust-region technique based on the squared Hellinger distance, regularizing updates to Gaussian parameters. Under identical parameter initialization and without densification, 3DGS$^2$-TR is able to achieve better reconstruction quality on standard datasets, using 50\% fewer training iterations compared to ADAM, while incurring less than 1GB of peak GPU memory overhead (17\% more than ADAM and 85\% less than 3DGS-LM), enabling scalability to very large scenes and potentially to distributed training settings.

Poster
TideGS: Scalable Training of Over One Billion 3D Gaussian Splatting Primitives via Out-of-Core Optimization

Chonghao Zhong, Linfeng Shi, Chen Hua, Tiecheng Sun, Hao Zhao, Binhang Yuan, Chaojian Li

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Training 3D Gaussian Splatting (3DGS) at billion-primitive scale is fundamentally memory-bound: each Gaussian primitive carries a large attribute vector, and the aggregate parameter table quickly exceeds GPU capacity, limiting prior systems to tens of millions of Gaussians on commodity single-GPU hardware. We observe that 3DGS training is inherently sparse and trajectory-conditioned: each iteration activates only the Gaussians visible from the current camera batch, so GPU memory can serve as a working-set cache rather than a persistent parameter store. Building on this insight, we introduce TideGS, an out-of-core training framework that manages parameters across an SSD-CPU-GPU hierarchy via three synergistic techniques: block-virtualized geometry for SSD-aligned spatial locality, a hierarchical asynchronous pipeline to overlap I/O with computation, and trajectory-adaptive differential streaming that transfers only incremental working-set deltas between iterations. Experiments show that TideGS enables training with over one billion Gaussians on a single 24-GB GPU while achieving the best reconstruction quality among evaluated single-GPU baselines on large-scale scenes, scaling beyond prior out-of-core baselines (e.g., ~100M Gaussians) and standard in-memory training (e.g., ~11M Gaussians). Project page: https://sponge-lab.github.io/TideGS/

Spotlight
Token Sample Complexity of Attention

Léa Bohbot, Cyril Letrouit, Gabriel Peyré, François-Xavier Vialard

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As context windows in large language models continue to expand, it is essential to characterize how attention behaves at extreme sequence lengths. We introduce token sample complexity: the rate at which attention computed on $n$ tokens converges to its infinite-token limit. We estimate finite-$n$ convergence bounds at two levels: pointwise uniform convergence of the attention map, and convergence of moments for the transformed token distribution. For compactly supported (and more generally sub-Gaussian) distributions, our first result shows that the attention map converges uniformly on a ball of radius $R$ at rate $C(R)/\sqrt{n}$, where $C(R)$ grows exponentially with $R$. For large $R$, this estimate loses practical value, and our second result addresses this issue by establishing convergence rates for the moments of the transformed distribution (the token output of the attention layer). In this case, the rate is $C'(R)/n^{\beta}$ with $\beta<\tfrac{1}{2}$, and $C'(R)$ depends polynomially on the size of the support of the distribution. The exponent $\beta$ depends on the attention geometry and the spectral properties of the token distribution. We also examine the regime in which the attention parameter tends to infinity and the softmax approaches a hardmax, and in this setting, we establish a logarithmic rate of convergence. Experiments on synthetic and real data support our predictions and show that the predicted slowdown is reflected in downstream accuracy.

Poster
ALAS: Additive Learnable Alpha-Stable Kernels for Flexible Bayesian Optimization

Weibo Huang, Cheng Hua

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Bayesian Optimization is widely used for expensive black-box optimization, yet its success often depends on choosing a kernel that matches the objective’s unknown structure. In this work, we propose ALAS, a flexible Gaussian Process kernel family built from symmetric $\alpha$-stable spectral components. By learning the stability parameter $\alpha$, ALAS adapts its effective smoothness from data, capturing both smooth trends and sharp irregularities. We present two parameterizations: ALAS, a single stationary component with joint spectral modulation, and ALAS-Sep, a separable variant that learns dimension-wise tail behavior to improve robustness on approximately decomposable objectives. Experiments on standard benchmarks and real-world surrogates demonstrate strong and robust performance across diverse settings.

Poster
Learning 3D-Gaussian Simulators from RGB Videos

Mikel Zhobro, Andreas René Geist, Georg Martius

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Realistic simulation is critical for applications ranging from robotics to animation. Video generation models have emerged as a way to capture real-world physics from data, but they often face challenges in maintaining spatial consistency and object permanence, relying on memory mechanisms to compensate. As a complementary direction, we present 3DGSim, a learned 3D simulator that directly learns physical interactions from multi-view RGB videos. 3DGSim adopts MVSplat to learn a latent particle-based representation of 3D scenes, a Point Transformer for the particle dynamics, a Temporal Merging module for consistent temporal aggregation, and Gaussian Splatting to produce novel view renderings. By jointly training inverse rendering and dynamics forecasting, 3DGSim embeds physical properties into point-wise latent features. This enables the model to capture diverse behaviors, from rigid and elastic to cloth-like dynamics and boundary conditions (e.g., fixed cloth corners), while producing realistic lighting effects. We show that 3DGSim can generate physically plausible results even in out of distribution cases, e.g. ground removal or multi-object interactions, despite being trained only on single-body collisions.

Poster
3DGS-HPC: Distractor-free 3D Gaussian Splatting with Hybrid Patch-wise Classification

Jiahao Chen, Yipeng Qin, Ganlong Zhao, Xin Li, Wenping Wang, Guanbin Li

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3D Gaussian Splatting (3DGS) has demonstrated remarkable performance in novel view synthesis and 3D scene reconstruction, but its quality often degrades in real-world environments due to transient distractors, such as moving objects and varying shadows. Existing methods commonly introduce semantic priors from pre-trained vision models either to group pixels into coherent regions or to define perceptual error metrics. However, semantic grouping is often misaligned with the binary static/transient distinction, while perceptual features can be fragile under appearance perturbations introduced during 3DGS optimization. We propose 3DGS-HPC, a framework that addresses these issues by combining two complementary principles: a patch-wise classification strategy that leverages local spatial consistency for robust region-level decisions, and a hybrid classification metric that adaptively integrates photometric and perceptual cues for more reliable separation. Extensive experiments demonstrate the superiority and robustness of our method in mitigating distractors to improve 3DGS-based novel view synthesis. Our project page is https://cnhaox.github.io/3DGS-HPC/.

Poster
Variational inference via Gaussian interacting particles in the Bures-Wasserstein geometry

Giacomo Borghi, Jose A. Carrillo

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Motivated by variational inference methods, we propose a zeroth-order algorithm for solving optimization problems in the space of Gaussian probability measures. The algorithm is based on an interacting system of Gaussian particles that stochastically explore the search space and self-organize around global minima via a consensus-based optimization (CBO) mechanism. Its construction relies on the Linearized Bures–Wasserstein (LBW) space, a novel parametrization of Gaussian measures we introduce for efficient computations. We establish well-posedness and study the convergence properties of the particle dynamics via a mean-field approximation. Numerical experiments on variational inference tasks demonstrate the algorithm’s robustness and superior performance with respect to deterministic gradient-based method in presence of low-dimensional non log-concave targets.

Poster