ICML 2025 论文列表

Diffusion models have demonstrated remarkable generation quality but at the cost of numerous function evaluations. Recently, advanced ODE-based solvers have been developed to mitigate the substantial computational demands of reverse-diffusion solving under limited sampling steps. However, these solvers, heavily inspired by Adams-like multistep methods, rely solely on t-related Lagrange interpolation. We show that t-related Lagrange interpolation is suboptimal for diffusion model and reveal a compact search space comprised of time steps and solver coefficients. Building on our analysis, we propose a novel differentiable solver search algorithm to identify more optimal solver. Equipped with the searched solver, rectified-flow models, e.g., SiT-XL/2 and FlowDCN-XL/2, achieve FID scores of 2.40 and 2.35, respectively, on ImageNet-$256\times256$ with only 10 steps. Meanwhile, DDPM model, DiT-XL/2, reaches a FID score of 2.33 with only 10 steps. Notably, our searched solver outperforms traditional solvers by a significant margin. Moreover, our searched solver demonstrates generality across various model architectures, resolutions, and model sizes.

One-Shot Federated Learning (FL) is a recent paradigm that enables multiple clients to cooperatively learn a global model in a single round of communication with a central server. In this paper, we analyze the One-Shot FL problem through the lens of Bayesian inference and propose FedBEns, an algorithm that leverages the inherent multimodality of local loss functions to find better global models.Our algorithm leverages a mixture of Laplace approximations for the clients' local posteriors, which the server then aggregates to infer the global model. We conduct extensive experiments on various datasets, demonstrating that the proposed method outperforms competing baselines that typically rely on unimodal approximations of the local losses.

Contextual multi-armed bandits are a popular choice to model sequential decision-making. *E.g.*, in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give (exploitation). When human design strategies, they aim for the exploration to be *fast*, since the patient's health is at stake, and easy to *interpret* for a physician overseeing the process. However, common bandit algorithms are nothing like that: The regret caused by exploration scales with $\sqrt{H}$ over $H$ rounds and decision strategies are based on opaque statistical considerations. In this paper, we use an original *classification view* to meta learn interpretable and fast exploration plans for a fixed collection of bandits $\mathbb{M}$. The plan is prescribed by an interpretable *decision tree* probing decisions' payoff to classify the test bandit. The test regret of the plan in the *stochastic* and *contextual* setting scales with $O (\lambda^{-2} C_{\lambda} (\mathbb{M}) \log^2 (MH))$, being $M$ the size of $\mathbb{M}$, $\lambda$ a separation parameter over the bandits, and $C_\lambda (\mathbb{M})$ a novel *classification-coefficient* that fundamentally links meta learning bandits with classification. Through a nearly matching lower bound, we show that $C_\lambda (\mathbb{M})$ inherently captures the complexity of the setting.

Substantial quantity and high quality are the golden rules of making a good training dataset with sample privacy protection equally important. Generating synthetic samples that resemble high-quality private data while ensuring Differential Privacy (DP), a formal privacy guarantee, promises scalability and practicality. However, existing methods relying on pre-trained models for data synthesis often struggle in data-deficient scenarios, suffering from limited sample size, inevitable generation noise and existing pre-trained model bias. To address these challenges, we propose a novel contr**A**stive private data **S**ynthesis via **W**eighted multiple **P**re-trained generative models framework, named as **WASP**. WASP utilizes limited private samples for more accurate private data distribution estimation via a Top-*Q* voting mechanism, and leverages low-quality synthetic samples for contrastive generation via collaboration among dynamically weighted multiple pre-trained models. Extensive experiments on 6 well-developed datasets with 6 open-source and 3 closed-source PLMs demonstrate the superiority of WASP in improving model performance over diverse downstream tasks. Code is available at https://github.com/LindaLydia/WASP.

Randomized controlled trials (RCTs) generate guarantees for treatment effects. However, RCTs often spend unnecessary resources exploring sub-optimal treatments, which can reduce the power of treatment guarantees. To address this, we propose a two-stage RCT design. In the first stage, a data-driven screening procedure prunes low-impact treatments, while the second stage focuses on developing high-probability lower bounds for the best-performing treatment effect. Unlike existing adaptive RCT frameworks, our method is simple enough to be implemented in scenarios with limited adaptivity. We derive optimal designs for two-stage RCTs and demonstrate how such designs can be implemented through sample splitting. Empirically, we demonstrate that two-stage designs improve upon single-stage approaches, especially for scenarios where domain knowledge is available through a prior. Our work is thus, a simple yet effective design for RCTs, optimizing for the ability to certify with high probability the largest possible treatment effect for at least one of the arms studied.

To understand how genetic variants in human genomes manifest in phenotypes - traits like height or diseases like asthma - geneticists have sequenced and measured hundreds of thousands of individuals. Geneticists use this data to build models that predict how a genetic variant impacts phenotype given genomic features of the variant, like DNA accessibility or the presence of nearby DNA-bound proteins. As more data and features become available, one might expect predictive models to improve. Unfortunately, training these models is bottlenecked by the need to solve expensive linear algebra problems because variants in the genome are correlated with nearby variants, requiring inversion of large matrices. Previous methods have therefore been restricted to fitting small models, and fitting simplified summary statistics, rather than the full likelihood of the statistical model. In this paper, we leverage modern fast linear algebra techniques to develop DeepWAS (Deep genome Wide Association Studies), a method to train large and flexible neural network predictive models to optimize likelihood. Surprisingly, we find that larger models only improve performance when using our full likelihood approach; when trained by fitting traditional summary statistics, larger models perform no better than small ones. We find larger models trained on more features make better predictions, potentially improving disease predictions and therapeutic target identification.

In this work, we study reinforcement learning (RL) with trajectory feedback. Compared to the standard RL setting, in RL with trajectory feedback, the agent only observes the accumulative reward along the trajectory, and therefore, this model is particularly suitable for scenarios where querying the reward in each single step incurs prohibitive cost. For a finite-horizon Markov Decision Process (MDP) with $S$ states, $A$ actions and a horizon length of $H$, we develop an algorithm that enjoys an asymptotically nearly optimal regret of $\tilde{O}\left(\sqrt{SAH^3K}\right)$ in $K$ episodes. To achieve this result, our new technical ingredients include (i) constructing a tighter confidence region for the reward function by incorporating the RL with trajectory feedback setting with techniques in linear bandits and (ii) constructing a reference transition model to better guide the exploration process.

Conformal Prediction is a widely studied technique to construct prediction sets of future observations. Most conformal prediction methods focus on achieving the necessary coverage guarantees, but do not provide formal guarantees on the size (volume) of the prediction sets. We first prove the impossibility of volume optimality where any distribution-free method can only find a trivial solution. We then introduce a new notion of volume optimality by restricting the prediction sets to belong to a set family (of finite VC-dimension), specifically a union of $k$-intervals. Our main contribution is an efficient distribution-free algorithm based on dynamic programming (DP) to find a union of $k$-intervals that is guaranteed for any distribution to have near-optimal volume among all unions of $k$-intervals satisfying the desired coverage property. By adopting the framework of distributional conformal prediction (Chernozhukov et al., 2021), the new DP based conformity score can also be applied to achieve approximate conditional coverage and conditional restricted volume optimality, as long as a reasonable estimator of the conditional CDF is available. While the theoretical results already establish volume-optimality guarantees, they are complemented by experiments that demonstrate that our method can significantly outperform existing methods in many settings.

We study the bidding problem in repeated uniform price multi-unit auctions from the perspective of a single *value-maximizing* buyer who aims to maximize their cumulative value over $T$ rounds while adhering to return-on-investment (RoI) constraints in each round. Buyers adopt $m$-*uniform bidding* format, where they submit $m$ bid-quantity pairs $(b_i, q_i)$ to demand $q_i$ units at bid $b_i$. We introduce *safe* bidding strategies as those that satisfy RoI constraints in every auction, regardless of competing bids. We show that these strategies depend only on the bidder’s valuation curve, and the bidder can focus on a finite subset of this class without loss of generality. While the number of strategies in this subset is exponential in $m$, we develop a polynomial-time algorithm to learn the optimal safe strategy that achieves sublinear regret in the online setting, where regret is measured against a clairvoyant benchmark that knows the competing bids *a priori* and selects a fixed hindsight optimal safe strategy. We then evaluate the performance of safe strategies against a clairvoyant that selects the optimal strategy from a richer class of strategies in the online setting. In this scenario, we compute the *richness ratio*, $\alpha\in(0, 1]$ for the class of strategies chosen by the clairvoyant and show that our algorithm, designed to learn safe strategies, achieves $\alpha$-approximate sublinear regret against these stronger benchmarks. Experiments on semi-synthetic data from real-world auctions show that safe strategies substantially outperform the derived theoretical bounds, making them quite appealing in practice.

In generative modeling, tokenization simplifies complex data into compact, structured representations, creating a more efficient, learnable space. For high-dimensional visual data, it reduces redundancy and emphasizes key features for high-quality generation. Current visual tokenization methods rely on a traditional autoencoder framework, where the encoder compresses data into latent representations, and the decoder reconstructs the original input. In this work, we offer a new perspective by proposing denoising as decoding, shifting from single-step reconstruction to iterative refinement. Specifically, we replace the decoder with a diffusion process that iteratively refines noise to recover the original image, guided by the latents provided by the encoder. We evaluate our approach by assessing both reconstruction (rFID) and generation quality (FID), comparing it to state-of-the-art autoencoding approaches. By adopting iterative reconstruction through diffusion, our autoencoder, namely Epsilon-VAE, achieves high reconstruction quality, which in turn enhances downstream generation quality by 22% at the same compression rates or provides 2.3x inference speedup through increasing compression rates. We hope this work offers new insights into integrating iterative generation and autoencoding for improved compression and generation.

Group fairness based on adversarial training has gained significant attention on graph data, which was implemented by masking sensitive attributes to generate fair feature views. However, existing models suffer from training instability due to uncertainty of the generated masks and the trade-off between fairness and utility. In this work, we propose a stable fair Graph Neural Network (SFG) to maintain training stability while preserving accuracy and fairness performance. Specifically, we first theoretically derive a tight upper Lipschitz bound to control the stability of existing adversarial-based models and employ a stochastic projected subgradient algorithm to constrain the bound, which operates in a block-coordinate manner. Additionally, we construct the uncertainty set to train the model, which can prevent unstable training by dropping some overfitting nodes caused by chasing fairness. Extensive experiments conducted on three real-world datasets demonstrate that SFG is stable and outperforms other state-of-the-art adversarial-based methods in terms of both fairness and utility performance. Codes are available at https://github.com/sh-qiangchen/SFG.

We develop a novel physics informed deep learning approach for solving nonlinear drift-diffusion equations on metric graphs. These models represent an important model class with a large number of applications in areas ranging from transport in biological cells to the motion of human crowds. While traditional numerical schemes require a large amount of tailoring, especially in the case of model design or parameter identification problems, physics informed deep operator networks (DeepONets) have emerged as a versatile tool for the solution of partial differential equations with the particular advantage that they easily incorporate parameter identification questions. We here present an approach where we first learn three DeepONet models for representative inflow, inner and outflow edges, resp., and then subsequently couple these models for the solution of the drift-diffusion metric graph problem by relying on an edge-based domain decomposition approach. We illustrate that our framework is applicable for the accurate evaluation of graph-coupled physics models and is well suited for solving optimization or inverse problems on these coupled networks.

We propose the notion of empirical privacy variance and study it in the context of differentially private fine-tuning of language models. Specifically, we show that models calibrated to the same $(\varepsilon, \delta)$-DP guarantee using DP-SGD with different hyperparameter configurations can exhibit significant variations in empirical privacy, which we quantify through the lens of memorization. We investigate the generality of this phenomenon across multiple dimensions and discuss why it is surprising and relevant. Through regression analysis, we examine how individual and composite hyperparameters influence empirical privacy. The results reveal a no-free-lunch trade-off: existing practices of hyperparameter tuning in DP-SGD, which focus on optimizing utility under a fixed privacy budget, often come at the expense of empirical privacy. To address this, we propose refined heuristics for hyperparameter selection that explicitly account for empirical privacy, showing that they are both precise and practically useful. Finally, we take preliminary steps to understand empirical privacy variance. We propose two hypotheses, identify limitations in existing techniques like privacy auditing, and outline open questions for future research.

Data augmentation has been widely used in machine learning. Its main goal is to transform and expand the original data using various techniques, creating a more diverse and enriched training dataset. However, due to the disorder and irregularity of point clouds, existing methods struggle to enrich geometric diversity and maintain topological consistency, leading to imprecise point cloud understanding. In this paper, we propose SinPoint, a novel method designed to preserve the topological structure of the original point cloud through a homeomorphism. It utilizes the Sine function to generate smooth displacements. This simulates object deformations, thereby producing a rich diversity of samples. In addition, we propose a Markov chain Augmentation Process to further expand the data distribution by combining different basic transformations through a random process. Our extensive experiments demonstrate that our method consistently outperforms existing Mixup and Deformation methods on various benchmark point cloud datasets, improving performance for shape classification and part segmentation tasks. Specifically, when used with PointNet++ and DGCNN, our method achieves a state-of-the-art accuracy of 90.2 in shape classification with the real-world ScanObjectNN dataset. We release the code at https://github.com/CSBJian/SinPoint.

Recent advances in generative models have demonstrated remarkable capabilities in producing high-quality images, but their reliance on large-scale unlabeled data has raised significant safety and copyright concerns. Efforts to address these issues by erasing unwanted concepts have shown promise. However, many existing erasure methods involve excessive modifications that compromise the overall utility of the model. In this work, we address these issues by formulating a novel minimalist concept erasure objective based *only* on the distributional distance of final generation outputs. Building on our formulation, we derive a tractable loss for differentiable optimization that leverages backpropagation through all generation steps in an end-to-end manner. We also conduct extensive analysis to show theoretical connections with other models and methods. To improve the robustness of the erasure, we incorporate neuron masking as an alternative to model fine-tuning. Empirical evaluations on state-of-the-art flow-matching models demonstrate that our method robustly erases concepts without degrading overall model performance, paving the way for safer and more responsible generative models.

Recent advances in operator learning have produced two distinct approaches for solving partial differential equations (PDEs): attention-based methods offering point-level adaptability but lacking spectral constraints, and spectral-based methods providing domain-level continuity priors but limited in local flexibility. This dichotomy has hindered the development of PDE solvers with both strong flexibility and generalization capability. This work introduces Holistic Physics Mixer (HPM), a novel framework that bridges this gap by integrating spectral and physical information in a unified space. HPM unifies both approaches as special cases while enabling more powerful spectral-physical interactions beyond either method alone. This enables HPM to inherit both the strong generalization of spectral methods and the flexibility of attention mechanisms while avoiding their respective limitations. Through extensive experiments across diverse PDE problems, we demonstrate that HPM consistently outperforms state-of-the-art methods in both accuracy and computational efficiency, while maintaining strong generalization capabilities with limited training data and excellent zero-shot performance on unseen resolutions.

We introduce Wasserstein Policy Optimization (WPO), an actor-critic algorithm for reinforcement learning in continuous action spaces. WPO can be derived as an approximation to Wasserstein gradient flow over the space of all policies projected into a finite-dimensional parameter space (e.g., the weights of a neural network), leading to a simple and completely general closed-form update. The resulting algorithm combines many properties of deterministic and classic policy gradient methods. Like deterministic policy gradients, it exploits knowledge of the *gradient* of the action-value function with respect to the action. Like classic policy gradients, it can be applied to stochastic policies with arbitrary distributions over actions -- without using the reparameterization trick. We show results on the DeepMind Control Suite and a magnetic confinement fusion task which compare favorably with state-of-the-art continuous control methods.

Low-rank adaptation (LoRA) has become a standard approach for fine-tuning large foundation models. However, our theoretical understanding of LoRA remains limited as prior analyses of LoRA's training dynamics either rely on linearization arguments or consider highly simplified setups. In this work, we analyze the LoRA loss landscape without such restrictive assumptions. We define two regimes: a "special regime", which includes idealized setups where linearization arguments hold, and a "generic regime" representing more realistic setups where linearization arguments do not hold. In the generic regime, we show that LoRA training converges to a global minimizer with low rank and small magnitude, or a qualitatively distinct solution with high rank and large magnitude. Finally, we argue that the zero-initialization and weight decay in LoRA training induce an implicit bias toward the low-rank, small-magnitude region of the parameter space—where global minima lie—thus shedding light on why LoRA training usually succeeds in finding global minima.

We propose HyperIV, a novel approach for real-time implied volatility smoothing that eliminates the need for traditional calibration procedures. Our method employs a hypernetwork to generate parameters for a compact neural network that constructs complete volatility surfaces within 2 milliseconds, using only 9 market observations. Moreover, the generated surfaces are guaranteed to be free of static arbitrage. Extensive experiments across 8 index options demonstrate that HyperIV achieves superior accuracy compared to existing methods while maintaining computational efficiency. The model also exhibits strong cross-asset generalization capabilities, indicating broader applicability across different market instruments. These key features -- rapid adaptation to market conditions, guaranteed absence of arbitrage, and minimal data requirements -- make HyperIV particularly valuable for real-time trading applications. We make code available at https://github.com/qmfin/hyperiv.