NeurIPS 2025 论文列表

Conference on Neural Information Processing Systems

录用类型

5,812篇论文

按官方录用论文列表统计,可能与会议公布的数字略有出入。

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    931.6%
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    73912.7%
  • Poster
    4,98085.7%

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Stochastic Gradients under Nuisances

Facheng Yu, Ronak Mehta, Alex Luedtke, Zaid Harchaoui

展开摘要

Stochastic gradient optimization is the dominant learning paradigm for a variety of scenarios, from classical supervised learning to modern self-supervised learning. We consider stochastic gradient algorithms for learning problems whose objectives rely on unknown nuisance parameters, and establish non-asymptotic convergence guarantees. Our results show that, while the presence of a nuisance can alter the optimum and upset the optimization trajectory, the classical stochastic gradient algorithm may still converge under appropriate conditions, such as Neyman orthogonality. Moreover, even when Neyman orthogonality is not satisfied, we also show that an algorithm variant with approximately orthogonalized updates (with an approximately orthogonalized gradient oracle) may achieve similar convergence rates. Examples from orthogonal statistical learning/double machine learning and causal inference are discussed.

Poster
Bivariate Matrix-valued Linear Regression (BMLR): Finite-sample performance under Identifiability and Sparsity Assumptions

Nayel Bettache

展开摘要

This paper studies a bilinear matrix-valued regression model where both predictors and responses are matrices. For each observation $t$, the response \( Y_t \in \mathbb{R}^{n \times p} \) and predictor \( X_t \in \mathbb{R}^{m \times q} \) satisfy $Y_t = A^* X_t B^* + E_t,$ with \( A^* \in \mathbb{R}_+^{n \times m} \) (row-wise \(\ell_1\)-normalized), \( B^* \in \mathbb{R}^{q \times p} \), and \( E_t \) independent Gaussian noise matrices. The goal is to estimate \( A^* \) and \( B^* \) from the observed pairs \( (X_t, Y_t) \). We propose explicit, optimization-free estimators and establish non-asymptotic error bounds, including sparse settings. Simulations confirm the theoretical rates and demonstrate strong finite-sample performance. We further illustrate the practical utility of our method through an image denoising application on real data.

Poster
Backward Conformal Prediction

Etienne Gauthier, Francis Bach, Michael I. Jordan

展开摘要

We introduce *Backward Conformal Prediction*, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and allows the conformal set size to vary, our approach defines a rule that constrains how prediction set sizes behave based on the observed data, and adapts the coverage level accordingly. Our method builds on two key foundations: (i) recent results by Gauthier et al. [2025] on post-hoc validity using e-values, which ensure marginal coverage of the form $\mathbb{P}(Y_{\rm test} \in \hat C_n^{\tilde{\alpha}}(X_{\rm test})) \ge 1 - \mathbb{E}[\tilde{\alpha}]$ up to a first-order Taylor approximation for any data-dependent miscoverage $\tilde{\alpha}$, and (ii) a novel leave-one-out estimator $\hat{\alpha}^{\rm LOO}$ of the marginal miscoverage $\mathbb{E}[\tilde{\alpha}]$ based on the calibration set, ensuring that the theoretical guarantees remain computable in practice. This approach is particularly useful in applications where large prediction sets are impractical such as medical diagnosis. We provide theoretical results and empirical evidence supporting the validity of our method, demonstrating that it maintains computable coverage guarantees while ensuring interpretable, well-controlled prediction set sizes.

Poster