NeurIPS 2025 论文列表

We study the problem of robust estimation under heterogeneous corruption rates, where each sample may be independently corrupted with a known but non-identical probability. This setting arises naturally in distributed and federated learning, crowdsourcing, and sensor networks, yet existing robust estimators typically assume uniform or worst-case corruption, ignoring structural heterogeneity. For mean estimation for multivariate bounded distributions and univariate gaussian distributions, we give tight minimax rates for all heterogeneous corruption patterns. For multivariate gaussian mean estimation and linear regression, we establish the minimax rate for squared error up to a factor of $\sqrt{d}$, where $d$ is the dimension. Roughly, our findings suggest that samples beyond a certain corruption threshold may be discarded by the optimal estimators -- this threshold is determined by the empirical distribution of the corruption rates given.

Contrary to common belief, we show that gradient ascent-based unconstrained optimization methods frequently fail to perform machine unlearning, a phenomenon we attribute to the inherent statistical dependence between the forget and retain data sets. This dependence, which can manifest itself even as simple correlations, undermines the misconception that these sets can be independently manipulated during unlearning. We provide empirical and theoretical evidence showing these methods often fail precisely due to this overlooked relationship. For random forget sets, this dependence means that degrading forget set metrics (which, for a retrained model, should mirror test set metrics) inevitably harms overall test performance. Going beyond random sets, we consider logistic regression as an instructive example where a critical failure mode emerges: inter-set dependence causes gradient descent-ascent iterations to progressively diverge from the ideal retrained model. Strikingly, these methods can converge to solutions that are not only far from the retrained ideal but are potentially even further from it than the original model itself, rendering the unlearning process actively detrimental. A toy example further illustrates how this dependence can trap models in inferior local minima, inescapable via finetuning. Our findings highlight that the presence of such statistical dependencies, even when manifest only as correlations, can be sufficient for ascent-based unlearning to fail. Our theoretical insights are corroborated by experiments on complex neural networks, demonstrating that these methods do not perform as expected in practice due to this unaddressed statistical interplay.

Symbolic regression (SR) seeks interpretable analytical expressions that uncover the governing relationships within data, providing mechanistic insight beyond 'black-box' models. However, existing SR methods often suffer from two key limitations: (1) *redundant representations* that fail to capture mathematical equivalences and higher-order operand relations, breaking permutation invariance and hindering efficient learning; and (2) *sparse rewards* caused by incomplete incorporation of constraints that can only be evaluated on full expressions, such as constant fitting or physical-law verification. To address these challenges, we propose a unified framework, **Graph-based Symbolic Regression (GSR)**, which compresses the search space through a permutation-invariant representation, Expression Graphs (EGs), that intrinsically encode expression equivalences via a term-rewriting system (TRS) and a directed acyclic graph (DAG) structure; and mitigates reward sparsity via employing hybrid neural-guided Monte-Carlo tree search (hnMCTS) on EGs, where the constraint-informed neural guidance enables direct incorporation of expression-level constraint priors, and an adaptive $\epsilon$-UCB policy balances exploration and exploitation. Theoretical analyses establish the uniqueness of our proposed EG representation and the convergence of the hnMCTS algorithm. Experiments on synthetic and real-world scientific datasets demonstrate the efficiency and accuracy of GSR in discovering underlying expressions and adhering to physical laws, offering practical solutions for scientific discovery.

This paper investigates nonparametric quantile regression using recurrent neural networks (RNNs) and sparse recurrent neural networks (SRNNs) to approximate the conditional quantile function, which is assumed to follow a compositional hierarchical interaction model. We show that RNN- and SRNN-based estimators with rectified linear unit (ReLU) activation and appropriately designed architectures achieve the optimal nonparametric convergence rate, up to a logarithmic factor, under stationary, exponentially $\boldsymbol{\beta}$-mixing processes. To establish this result, we derive sharp approximation error bounds for functions in the hierarchical interaction model using RNNs and SRNNs, exploiting their close connection to sparse feedforward neural networks (SFNNs). Numerical experiments and an empirical study on the Dow Jones Industrial Average (DJIA) further support our theoretical findings.

Deep neural networks trained with gradient descent exhibit varying rates of learning for different patterns. However, the complexity of fitting models to data makes direct elucidation of the dynamics of learned patterns challenging. To circumvent this, many works have opted to characterize phases of learning through summary statistics known as order parameters. In this work, we propose a unifying framework for constructing order parameters based on the Neural Tangent Kernel (NTK), in which the relationship with the data set is more transparent. In particular, we derive a local approximation of the NTK for a class of deep regression models (SIRENs) trained to reconstruct natural images. In so doing, we analytically connect three seemingly distinct phase transitions: the emergence of wave patterns in residuals (a novel observation), loss rate collapse, and NTK alignment. Our results provide a dynamical perspective on the observed biases of SIRENs, and deep image regression models more generally.

This paper presents a comprehensive theoretical analysis of the learnability of neuro-symbolic (NeSy) tasks within hybrid systems. We characterize the learnability of NeSy tasks by their derived constraint satisfaction problems (DCSPs), demonstrating that a task is learnable if and only if its corresponding DCSP admits a unique solution. Under mild assumptions, we establish the sample complexity for learnable tasks and show that, for general tasks, the asymptotic expected concept error is controlled by the degree of disagreement among DCSP solutions. Our findings unify the characterization of learnability and the phenomenon of reasoning shortcuts, providing theoretical guarantees and actionable guidance for the principled design of NeSy systems.

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm’s accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic uncertainty bound for kernel-based estimation, which can also handle correlated noise sequences. Its computation relies on a mild norm-boundedness assumption on the unknown function and the noise, returning the worst-case function realization within the hypothesis class at an arbitrary query input location. The value of this function is shown to be given in terms of the posterior mean and covariance of a Gaussian process for an optimal choice of the measurement noise covariance. By rigorously analyzing the proposed approach and comparing it with other results in the literature, we show its effectiveness in returning tight and easy-to-compute bounds for kernel-based estimates.

Regression models are crucial in recommender systems. However, retransformation bias problem has been conspicuously neglected within the community. While many works in other fields have devised effective bias correction methods, all of them are post-hoc cures externally to the model, facing practical challenges when applied to real-world recommender systems. Hence, we propose a preemptive paradigm to eradicate the bias intrinsically from the models via minor model refinement. Specifically, a novel TranSUN method is proposed with a joint bias learning manner to offer theoretically guaranteed unbiasedness under empirical superior convergence. It is further generalized into a novel generic regression model family, termed Generalized TranSUN (GTS), which not only offers more theoretical insights but also serves as a generic framework for flexibly developing various bias-free models. Comprehensive experimental results demonstrate the superiority of our methods across data from various domains, which have been successfully deployed in two real-world industrial recommendation scenarios, i.e. product and short video recommendation scenarios in Guess What You Like business domain in the homepage of Taobao App (a leading e-commerce platform with DAU > 300M), to serve the major online traffic.

In this paper, we investigate the adversarial robustness of nonparametric regression, a fundamental problem in machine learning, under the setting where an adversary can arbitrarily corrupt a subset of the input data. While the robustness of parametric regression has been extensively studied, its nonparametric counterpart remains largely unexplored. We characterize the adversarial robustness in nonparametric regression, assuming the regression function belongs to the second-order Sobolev space (i.e., it is square integrable up to its second derivative). The contribution of this paper is two-fold: (i) we establish a minimax lower bound on the estimation error, revealing a fundamental limit that no estimator can overcome, and (ii) we show that, perhaps surprisingly, the classical smoothing spline estimator, when properly regularized, exhibits robustness against adversarial corruption. These results imply that if $o(n)$ out of $n$ samples are corrupted, the estimation error of the smoothing spline vanishes as $n \to \infty$. On the other hand, when a constant fraction of the data is corrupted, no estimator can guarantee vanishing estimation error, implying the optimality of the smoothing spline in terms of maximum tolerable number of corrupted samples.