ICML 2026 论文列表

We study the problem of learning the optimal policy in a discounted, infinite-horizon reinforcement learning (RL) setting in the presence of adversarially corrupted rewards. To address this problem, we develop a novel robust variant of the Q-learning algorithm and analyze it under the challenging asynchronous sampling model with time-correlated data. Despite corruption, we prove that the finite-time guarantees of our approach match existing bounds, up to an additive term that scales with the fraction of corrupted samples. We also establish an information-theoretic lower bound, revealing that our guarantees are near-optimal. Notably, our algorithm is agnostic to the underlying reward distribution and provides the first finite-time robustness guarantees for asynchronous Q-learning. A key element of our analysis is a refined Azuma-Hoeffding inequality for almost-martingales, which may have broader applicability in the study of RL algorithms.

Test-Time Scaling (TTS) improves LLM reasoning by exploring multiple candidate responses and then operating over this set to find the best output. A tacit premise behind TTS is that sufficiently diverse candidate pools enhance reliability. In this work, we show that this assumption in TTS introduces a previously unrecognized failure mode. When candidate diversity is curtailed, even by a modest amount, TTS becomes much more likely to produce unsafe outputs. We present a reference-guided diversity reduction protocol (RefDiv) that serves as a diagnostic attack to stress test TTS pipelines. Through extensive experiments across open-source models (e.g. Qwen3, Mistral, Llama3.1, Gemma3) and two widely used TTS strategies (Monte Carlo Tree Search and Best-of-N), constraining diversity consistently signifies the rate at which TTS produces unsafe results. The effect is often stronger than that produced by prompts directly with high adversarial intent scores. This observed phenomenon also transfers across TTS strategies and to closed-source models (e.g. OpenAI o3-mini and Gemini-2.5-Pro), thus indicating that this is a general and extant property of TTS rather than a model-specific artifact. Additionally, we find that numerous widely used safety guardrail classifiers (e.g. Llama-Guard), are unable to flag the adversarial input prompts generated by RefDiv, demonstrating that existing defenses offer limited protection against this diversity-driven failure mode.

Supervised Causal Learning has shown promise in causal discovery, yet it often struggles with generalization across diverse interventional settings, particularly when intervention targets are unknown. To address this, we propose TICL (Test-time Interventional Causal Learning), a novel method that synergizes Test-Time Training with Joint Causal Inference (JCI). Specifically, we design a self-augmentation strategy to generate instance-specific training data at test time, effectively avoiding distribution shifts. Furthermore, by integrating JCI, we developed a PC-inspired two-phase supervised learning scheme, which effectively leverages self-augmented data while ensuring theoretical identifiability. Extensive experiments on bnlearn benchmarks demonstrate TICL's superiority in multiple aspects of causal discovery and intervention target detection.

Time Series Forecasting (TSF) is highly vulnerable to backdoor attacks, yet effective defenses remain underexplored due to challenges arising from data entanglement and shifts in task formulation. To fill this gap, we conduct a systematic evaluation of thirteen representative backdoor defenses across the TSF life cycle and analyze their failure modes. Our results reveal two fundamental issues: (1) data entanglement induces *channel-level signal dilution*, rendering sample-filtering and trigger-synthesis defenses ineffective at localizing backdoors; and (2) task-formulation shift leads to *training-loss degeneration*, causing poisoned and clean windows to become indistinguishable at training stages. Based on these findings, we propose a training-time backdoor defense for TSF, termed TimeGuard. Our method adopts channel-wise pool training as the core paradigm and initializes a high-confidence pool using time-aware criteria to mitigate signal dilution. Moreover, we introduce distance-regularized loss selection to progressively expand the reliable pool during training and ease loss degeneration. Extensive experiments across multiple datasets, forecasting architectures, and TSF backdoor attacks demonstrate that TimeGuard substantially improves robustness, boosting $\mathrm{MAE}_ \mathrm{P}$ by $1.96\times$ over the leading baseline, while preserving clean performance within 5% $\mathrm{MAE}_ \mathrm{C}$.

Time series forecasting plays a crucial role in a wide range of real-world applications and has become increasingly complex with the growth of multivariate dimensions and extended historical observations, leading to the prosperity of deep forecasting models. Previous models are hindered by three major challenges: high computational complexity, inefficient token utilization caused by redundancy and scarcity, and temporal distribution shifts resulting from non-stationary dynamics. Inspired by Koopman theory and the success of multilevel encoder–decoder architectures with skip connections, we design an input-dependent Koopman module to decompose time series into Koopman dynamics and residual dynamics. Building upon this formulation, we propose a U-shaped Multilevel Attention module (UMA) that integrates element-wise attention filtering and linear attention, giving rise to KUMA. The input-dependent Koopman operator mitigates the issue of operator mixture and alleviates temporal distribution shifts, while UMA achieves a favorable balance between token redundancy and token scarcity with acceptable computational efficiency. Comprehensive evaluations across 12 benchmark datasets demonstrate that KUMA achieves superior performance compared to existing excellent approaches.

Controlling generative models—whether via inference-time steering or fine-tuning—is expensive. Control relies on estimating the value function—typically necessitating costly trajectory simulations. To eliminate this bottleneck, we introduce *Meta Flow Maps (MFMs)*, stochastic extensions of consistency models and flow maps. MFMs are trained to perform \textbf{one-step posterior sampling}, generating arbitrarily many i.i.d. draws of clean data $x_1$ from any noisy state $x_t$. Crucially, these samples are differentiable in the conditioning state $x_t$, unlocking efficient estimation of the value function gradient. We leverage this capability to enable both **inference-time steering** without inner rollouts, and unbiased, off-policy **fine-tuning** to general rewards. Among our fine-tuning and steering experiments on ImageNet, we highlight that our single-particle steered-MFM sampler outperforms a Best-of-1000 baseline across multiple rewards at a fraction of the compute.

Neural Flows efficiently model irregular multivariate time series by directly learning ODE solution trajectories with neural networks, bypassing step-by-step numerical solvers. Despite their efficiency, many existing approaches treat variables independently, leaving inter-variable interactions underexplored. Moreover, their one-step mapping makes interaction modeling inherently challenging, as it removes the iterative refinement of interactions during learning. To address this challenge, we propose one-step Graph-Structured Neural Flows (GSNF), which introduce two auxiliary-trajectory self-supervision strategies to strengthen interaction learning: (i) interaction-aware trajectory generation via re-initialization, which induces trajectory divergence to expose graph-induced interactions, with a theoretically derived lower bound on divergence; and (ii) reverse-time trajectory generation, which enforces forward–backward consistency to regularize graph learning, enabled by flow invertibility. Experiments on five real-world datasets show that GSNF achieves state-of-the-art classification performance with highly competitive training time and memory usage. The code is available at https://github.com/mzgaooo/GSNF.

Long-context LLM inference faces a fundamental conflict: head-adaptive compression algorithms (e.g., Top-$p$ nucleus sampling) offer superior accuracy by dynamically fluctuating memory budgets, yet modern inference engines (e.g., vLLM) demand rigid, static memory patterns to leverage CUDA Graphs and PagedAttention. We resolve this ``Static-Dynamic'' mismatch with HARD-KV, a unified framework that that bridges dynamic selection with rigid system constraints. HARD-KV introduces a Cascade Cache hierarchy, managing the token lifecycle across dense, sparse, and condensed tiers. Crucially, we propose a Logits Calibration mechanism that normalizes diverse importance metrics into a unified probability space, enabling consistent Top-$p$ budgeting across heterogeneous heads. To bridge the efficiency gap, we offer a system-level solution, which rewrites fragmented, dynamic indices into contiguous physical layouts compatible with high-performance inference engine. Extensive experiments on math-reasoning benchmarks (AIME, U-Math) verify that HARD-KV achieves up to 2$\times$ throughput improvement over static baselines while maintaining high-fidelity generation in 10k+ token scenarios. Code is available at https://github.com/SuDIS-ZJU/HARDInfer.

In dynamical systems reconstruction (DSR) we aim to recover the dynamical system (DS) underlying observed time series. Specifically, we aim to learn a generative surrogate model which approximates the underlying, data-generating DS, and recreates its long-term properties (`climate statistics'). In scientific and medical areas, in particular, these models need to be mechanistically tractable -- through their mathematical analysis we would like to obtain insight into the recovered system's workings. Piecewise-linear (PL), ReLU-based RNNs (PLRNNs) have a strong track-record in this regard, representing SOTA DSR models while allowing mathematical insight by virtue of their PL design. However, all current PLRNN variants are *discrete-time maps*. This is in disaccord with the assumed continuous-time nature of most physical and biological processes, and makes it hard to accommodate data arriving at *irregular* temporal intervals. Neural ODEs are one solution, but they do not reach the DSR performance of PLRNNs and often lack their tractability. Here we develop theory for *continuous-time* PLRNNs (cPLRNNs): We present a novel algorithm for training and simulating such models, bypassing numerical integration by efficiently exploiting their PL structure. We further demonstrate how important topological objects like equilibria or limit cycles can be determined semi-analytically in trained models. We compare cPLRNNs to both their discrete-time cousins as well as Neural ODEs on DSR benchmarks, including systems with discontinuities which come with hard thresholds.

Non-stationary time series forecasting is challenged by evolving distribution shifts that static models struggle to capture. While Mixture-of-Experts (MoE) architectures offer a promising paradigm for decoupling complex drift patterns, existing approaches are limited by fixed expert pools and memoryless routing, hampering their ability to adapt to abrupt regime shifts. To address this, we propose **Dynamic TMoE**, a framework that unifies architectural evolution with temporal continuity during learning phase. By detecting distribution shifts via Maximum Mean Discrepancy (MMD), we dynamically instantiate heterogeneous experts and prune redundant ones to optimize capacity. Additionally, a temporal memory router leverages recurrent states and an anomaly repository to ensure stable, context-aware expert selection without requiring test-time updates. Experiments on nine benchmarks demonstrate state-of-the-art performance, reducing MSE by 10.4\% and MAE by 7.8\%. Code is available at https://github.com/andone-07/Dynamic-TMoE.

Data assimilation (DA) tackles the sequential estimation of a dynamical system’s latent state from noisy, partial observations. In this paper, we study DA in a setting where the system dynamics are represented by a pretrained diffusion model used as a surrogate forecaster. We focus on how to integrate incoming observations into the diffusion surrogate’s predictions to support continuous state correction and progressively refining the estimated trajectory over time. After receiving noisy observations, the diffusion model is guided using the observation likelihood to steer the generation process toward observation-consistent states. However, such guidance does not guarantee sampling from the true posterior. Motivated by particle filtering methods, we represent the posterior distribution using an ensemble of particles. We perform Sequential Monte Carlo over diffusion trajectories, working with their path measure. We compute importance weights for generated particles and resample to focus on trajectories consistent with the observations. This procedure corrects the generation dynamics, drives the particle approximation toward the desired posterior and leads to an approximation-free particle filtering method that rigorously fuses observational data with diffusion model simulations.

Time series forecasting under non-stationarity faces a fundamental tension between capturing stable representations and adapting to distribution shifts. Existing methods implicitly rely on static historical assumptions, leading to a critical failure mode we term *Phase Amnesia*, where models become blind to the evolving global context. To resolve this, we formalize non-stationary dynamics through three physical hypotheses: wold decomposition, dynamical phase evolution, and heteroscedastic manifold generation. These principles inspire **PULSE**, a physics-informed, plug-and-play framework adopting a *Disentangle--Evolve--Simulate* design philosophy. Specifically, PULSE utilizes phase-anchored disentanglement to resolve optimization interference caused by dominant trends, employs a Phase Router to actively generate future trajectories, and introduces Statistic-Aware Mixup (SAM) to ensure robustness against out-of-distribution volatility. Empirically, PULSE enables a simple MLP backbone to achieve state-of-the-art or highly competitive performance across 12 real-world benchmarks. This validates that a correct physics-informed inductive bias is far more critical than raw architectural complexity for non-stationary forecasting. The code is available at: https://github.com/Gemost/PULSE.

We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains underexplored in the machine learning and statistics literature. We propose a method that uses low-rank matrices to represent the multivariate Poisson intensity functions, resulting in an adaptive nonparametric detection procedure. Our algorithm is single-pass and requires only constant computational cost per new observation, independent of the elapsed length of the time series. We provide theoretical guarantees to control the overall false alarm probability and characterize the detection delay under temporal dependence. We also develop a new Matrix Bernstein inequality for temporally dependent Poisson point process time series, which may be of independent interest. Numerical experiments demonstrate that our method is both statistically robust and computationally efficient.

Photoplethysmography (PPG), a non-invasive measure of changes in blood volume, is widely used in both wearable devices and clinical settings. Recent PPG foundation models either use open-source ICU datasets with pretraining paradigms that require curated data and thus complicate generalization to field-like data, or use closed-source field-like PPG data. In contrast, we propose a PPG foundation model that does not require high-quality or field-like pretraining data, and instead leverages accompanying electrocardiogram and respiratory signals in ICU datasets to select contrastive samples during pretraining. Our approach allows the model to retain and learn from noisy PPG segments, improving robustness at inference. Our model, pretrained on 3x fewer subjects than existing state-of-the-art approaches, achieves performance improvements on 14 out of 15 diverse downstream tasks, including field-like daily activity and heart rate prediction. Our results demonstrate that multimodal supervision can integrate complementary physiological information to improve the robustness of PPG foundation models and enhance their generalization to consumer-grade data.

Isolation Forest (iForest) is one of the most widely used unsupervised anomaly detectors, owing to its efficiency and performance on large-scale tasks. Despite its broad applications, there is still a lack of theoretical understanding of iForest's empirical success. In this work, we study the inductive bias of iForest and examine when and to what extent it performs well. The main idea is to characterize the random growth process of iForest, in which both split dimensions and split values are selected randomly. We model the growth process of iForest as a random walk and derive the expected path length function, the outcome of iForest that determines the anomaly score, by analyzing the hitting time of the absorbing state. The infinite-sample size analysis reveals that, unlike $k$-Nearest Neighbor ($k$-NN), whose score reflects only the local density, the iForest path length combines the density and the centrality. Since central points naturally have larger path lengths, iForest is therefore less sensitive to central anomalies. Analyses of fixed datasets corroborate this finding and further show that iForest is more parameter-adaptive than $k$-NN. Our study provides a theoretical understanding of the effectiveness of iForest and establishes a foundation for further exploration.

Existing time series tokenization methods predominantly encode a constant number of samples into individual tokens. This inflexible approach can generate excessive tokens for even simple patterns like extended constant values, resulting in substantial computational overhead. Inspired by the success of byte pair encoding, we propose the first pattern-centric tokenization scheme for time series analysis. Based on a discrete vocabulary of frequent motifs, our method merges samples with underlying patterns into tokens, compressing time series adaptively. Exploiting our finite set of motifs and the continuous properties of time series, we further introduce conditional decoding as a lightweight yet powerful post-hoc optimization method, which requires no gradient computation and adds no computational overhead. On recent time series foundation models, our motif-based tokenization improves forecasting performance by 40% and boosts efficiency by 2314% on average. Conditional decoding further reduces MSE by up to 48%. In an extensive analysis, we demonstrate the adaptiveness of our tokenization to diverse temporal patterns, its generalization to unseen data, and its meaningful token representations capturing distinct time series properties, including statistical moments and trends.

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, standard evaluations rely on aggregate metrics (e.g., MSE) that conflate model capability with the intrinsic difficulty of the evaluated instances. To address this, we propose a diagnostic framework anchored in **Spectral Coherence Predictability (SCP)**, which provides an efficient $\mathcal{O}(N\log N)$ per-instance difficulty reference and yields a corresponding linear MSE lower bound. Complementing this, we introduce the **Linear Utilization Ratio (LUR)** to quantify how effectively models exploit linearly predictable structures across frequencies. Experiments on synthetic and real-world benchmarks show that SCP aligns strongly with realized forecasting errors across diverse state-of-the-art forecasters. Using this lens, we uncover ``predictability drift,'' revealing that task difficulty is not static but fluctuates significantly over time and variables. Furthermore, stratified evaluation exposes complementary architectural strengths across distinct frequency bands and difficulty regimes. Overall, we advocate moving beyond leaderboard-style ranking toward a more insightful, predictability-aware evaluation that fosters fairer model comparisons and a deeper understanding of model behavior. Code and data are available at https://github.com/WanjinVon/TS_Predictability.

Time series forecasting (TSF) plays a critical role in decision-making for many real-world applications. Recently, large language model (LLM)- based forecasters have made promising advancements. Despite their effectiveness, existing methods often lack explicit experience accumulation and continual evolution. In this work, we propose MemCast, a learning-to-memory framework that reformulates TSF as an experience-conditioned reasoning task. Specifically, we learn experience from the training set and organize it into a hierarchical memory. This is achieved by summarizing prediction results into historical patterns, distilling inference trajectories into reasoning wisdom, and inducing extracted temporal features into general laws. Furthermore, during inference, we leverage historical patterns to guide the reasoning process and utilize reasoning wisdom to select better trajectories, while general laws serve as criteria for reflective iteration. Additionally, to enable continual evolution, we design a dynamic confidence adaptation strategy that updates the confidence of individual entries without leaking the test set distribution. Extensive experiments on multiple datasets demonstrate that MemCast consistently outperforms previous methods, validating the effectiveness of our approach. Our code is available at https://github.com/Xiaoyu-Tao/MemCast-TS.

Temporal systems often exhibit non-stationary behaviour, such as seasonal climate variation or glucose fluctuations in patients with type-1 diabetes. One way to model non-stationarity is through discrete latent *regimes*, *i.e.*, stationary segments of time. Such systems induce a *Markov Switching Model* (MSM), a class of Hidden Markov Models with autoregressive dependencies among latent regimes and observed variables. Identifying latent regimes is challenging in the presence of frequent regime switches and nonlinear and non-Gaussian dynamics, particularly when there are *instantaneous effects* between the variables, *e.g.*, due to slow rates of measurements. In this work, we establish the identifiability of both latent regimes and regime-dependent causal structures under temporal regime dependencies, nonlinear lagged and instantaneous effects, and independent noise from the exponential family. Our identifiability theory subsumes non-temporal mixtures of causal models. Furthermore, we introduce $\texttt{FlowMSM}$, a regime detection framework that can be paired with any stationary causal discovery method to recover regime-dependent causal structures. Experiments on synthetic benchmarks and a financial economics dataset demonstrate the effectiveness of our approach to detect latent regimes and discover causal structures from non-stationary time series.