NeurIPS 2025 论文列表

Estimating heterogeneous treatment effects (HTEs) is crucial for personalized decision-making. However, this task is challenging in survival analysis, which includes time-to-event data with censored outcomes (e.g., due to study dropout). In this paper, we propose a toolbox of orthogonal survival learners to estimate HTEs from time-to-event data under censoring. Our learners have three main advantages: (i) we show that learners from our toolbox are guaranteed to be orthogonal and thus robust with respect to nuisance estimation errors; (ii) our toolbox allows for incorporating a custom weighting function, which can lead to robustness against different types of low overlap, and (iii) our learners are \emph{model-agnostic} (i.e., they can be combined with arbitrary machine learning models). We instantiate the learners from our toolbox using several weighting functions and, as a result, propose various neural orthogonal survival learners. Some of these coincide with existing survival learners (including survival versions of the DR- and R-learner), while others are novel and further robust w.r.t. low overlap regimes specific to the survival setting (i.e., survival overlap and censoring overlap). We then empirically verify the effectiveness of our learners for HTE estimation in different low-overlap regimes through numerical experiments. In sum, we provide practitioners with a large toolbox of learners that can be used for randomized and observational studies with censored time-to-event data.

Estimating causal effects from spatiotemporal observational data is essential in public health, environmental science, and policy evaluation, where randomized experiments are often infeasible. Existing approaches, however, either rely on strong structural assumptions or fail to handle key challenges such as interference, spatial confounding, temporal carryover, and *time-varying confounding*—where covariates are influenced by past treatments and, in turn, affect future ones. We introduce the **GST-UNet** (**G**-computation **S**patio-**T**emporal **UNet**), a theoretically grounded neural framework that combines a U-Net-based spatiotemporal encoder with regression-based iterative G-computation to estimate location-specific potential outcomes under complex intervention sequences. GST-UNet explicitly adjusts for time-varying confounders and captures non-linear spatial and temporal dependencies, enabling valid causal inference from a *single* observed trajectory in data-scarce settings. We validate its effectiveness in synthetic experiments and in a real-world analysis of wildfire smoke exposure and respiratory hospitalizations during the 2018 California Camp Fire. Together, these results position GST-UNet as a **principled and ready-to-use framework** for spatiotemporal causal inference, advancing reliable estimation in policy-relevant and scientific domains.

We prove that, given a mean-field location-scale variational family, black-box variational inference (BBVI) with the reparametrization gradient converges at a rate that is nearly independent of explicit dimension dependence. Specifically, for a $d$-dimensional strongly log-concave and log-smooth target, the number of iterations for BBVI with a sub-Gaussian family to obtain a solution $\epsilon$-close to the global optimum has a dimension dependence of $\mathrm{O}(\log d)$. This is a significant improvement over the $\mathrm{O}(d)$ dependence of full-rank location-scale families. For heavy-tailed families, we prove a weaker $\mathrm{O}(d^{2/k})$ dependence, where $k$ is the number of finite moments of the family. Additionally, if the Hessian of the target log-density is constant, the complexity is free of any explicit dimension dependence. We also prove that our bound on the gradient variance, which is key to our result, cannot be improved using only spectral bounds on the Hessian of the target log-density.

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case for the use of DA beyond just the i.i.d. setting, but for generalization across interventions as well. Specifically, we argue that when the outcome generating mechanism is invariant to our choice of DA, then such augmentations can effectively be thought of as interventions on the treatment generating mechanism itself. This can potentially help to reduce bias in causal effect estimation arising from hidden confounders. In the presence of such unobserved confounding we typically make use of instrumental variables (IVs)—sources of treatment randomization that are conditionally independent of the outcome. However, IVs may not be as readily available as DA for many applications, which is the main motivation behind this work. By appropriately regularizing IV based estimators, we introduce the concept of *IV-like (IVL)* regression for mitigating confounding bias and improving predictive performance across interventions even when certain IV properties are relaxed. Finally, we cast parameterized DA as an IVL regression problem and show that when used in composition can simulate a worst-case application of such DA, further improving performance on causal estimation and generalization tasks beyond what simple DA may offer. This is shown both theoretically for the population case and via simulation experiments for the finite sample case using a simple linear example. We also present real data experiments to support our case.

We propose a novel online Gaussian process (GP) model that is capable of capturing long-term memory in sequential data in an online learning setting. Our model, Online HiPPO Sparse Variational Gaussian Process (OHSVGP), leverages the HiPPO (High-order Polynomial Projection Operators) framework, which is popularized in the RNN domain due to its long-range memory modeling capabilities. We interpret the HiPPO time-varying orthogonal projections as inducing variables with time-dependent orthogonal polynomial basis functions, which allows the SVGP inducing points to memorize the process history. We show that the HiPPO framework fits naturally into the interdomain GP framework and demonstrate that the kernel matrices can also be updated online in a recurrence form based on the ODE evolution of HiPPO. We evaluate OHSVGP with online prediction for 1D time series, continual learning in discriminative GP model for data with multidimensional inputs, and deep generative modeling with sparse Gaussian process variational autoencoder, showing that it outperforms existing online GP methods in terms of predictive performance, long-term memory preservation, and computational efficiency.

Decision-making across various fields, such as medicine, heavily relies on conditional average treatment effects (CATEs). Practitioners commonly make decisions by checking whether the estimated CATE is positive, even though the decision-making performance of modern CATE estimators is poorly understood from a theoretical perspective. In this paper, we study optimal decision-making based on two-stage CATE estimators (e.g., DR-learner), which are considered state-of-the-art and widely used in practice. We prove that, while such estimators may be optimal for estimating CATE, they can be suboptimal when used for decision-making. Intuitively, this occurs because such estimators prioritize CATE accuracy in regions far away from the decision boundary, which is ultimately irrelevant to decision-making. As a remedy, we propose a novel two-stage learning objective that retargets the CATE to balance CATE estimation error and decision performance. We then propose a neural method that optimizes an adaptively-smoothed approximation of our learning objective. Finally, we confirm the effectiveness of our method both empirically and theoretically. In sum, our work is the first to show how state-of-the-art CATE estimators can be adapted for optimal decision-making.

Reinforcement learning (RL) has become a predominant technique to align language models (LMs) with human preferences or promote outputs which are deemed to be desirable by a given reward function. Standard RL approaches optimize average reward, while methods explicitly focused on reducing the probability of undesired outputs typically come at a cost to average-case performance. To improve this tradeoff, we introduce RePULSe, a new training method that augments the standard RL loss with an additional loss that uses learned proposals to guide sampling low-reward outputs, and then reduces those outputs’ probability. We run experiments demonstrating that RePULSe produces a better tradeoff of expected reward versus the probability of undesired outputs and is more adversarially robust, compared to standard RL alignment approaches and alternatives.

Shuffled regression is the problem of learning regression functions from shuffled data where the correspondence between the input features and target response is unknown. This paper proposes a probabilistic model for shuffled regression called Gaussian Process Shuffled Regression (GPSR). By introducing Gaussian processes as a prior of regression functions in function space via the kernel function, GPSR can express a wide variety of functions in a nonparametric manner while quantifying the uncertainty of the prediction. By adopting the Bayesian evidence maximization framework and a theoretical analysis of the connection between the marginal likelihood/predictive distribution of GPSR and that of standard Gaussian process regression (GPR), we derive an easy-to-implement inference algorithm for GPSR that iteratively applies GPR and updates the input-output correspondence. To reduce computation costs and obtain closed-form solutions for correspondence updates, we also develop a sparse approximate variant of GPSR using its weight space formulation, which can be seen as Bayesian shuffled linear regression with random Fourier features. Experiments on benchmark datasets confirm the effectiveness of our GPSR proposal.

The selection of hyperparameters, such as prompt templates in large language models (LLMs), must often strike a balance between reliability and cost. In many cases, structural relationships between the expected reliability levels of the hyperparameters can be inferred from prior information and held-out data -- e.g., longer prompt templates may be more detailed and thus more reliable. However, existing hyperparameter selection methods either do not provide formal reliability guarantees or are unable to incorporate structured knowledge in the hyperparameter space. This paper introduces reliability graph-based Pareto testing (RG-PT), a novel multi-objective hyperparameter selection framework that maintains formal reliability guarantees in terms of false discovery rate (FDR), while accounting for known relationships among hyperparameters via a directed acyclic graph. Edges in the graph reflect expected reliability and cost trade-offs among hyperparameters, which are inferred via the Bradley-Terry (BT) ranking model from prior information and held-out data. Experimental evaluations demonstrate that RG-PT significantly outperforms existing methods such as learn-then-test (LTT) and Pareto testing (PT) through a more efficient exploration of the hyperparameter space.

Understanding causal relationships in multivariate time series is crucial in many scenarios, such as those dealing with financial or neurological data. Many such time series exhibit multiple regimes, i.e., consecutive temporal segments with a priori unknown boundaries, with each regime having its own causal structure. Inferring causal dependencies and regime shifts is critical for analyzing the underlying processes. However, causal structure learning in this setting is challenging due to (1) non-stationarity, i.e., each regime can have its own causal graph and mixing function, and (2) complex noise distributions, which may be non-Gaussian or heteroscedastic. Existing causal discovery approaches cannot address these challenges, since generally assume stationarity or Gaussian noise with constant variance. Hence, we introduce FANTOM, a unified framework for causal discovery that handles non-stationary processes along with non-Gaussian and heteroscedastic noises. FANTOM simultaneously infers the number of regimes and their corresponding indices and learns each regime’s Directed Acyclic Graph. It uses a Bayesian Expectation Maximization algorithm that maximizes the evidence lower bound of the data log-likelihood. On the theoretical side, we prove, under mild assumptions, that temporal heteroscedastic causal models, introduced in FANTOM's formulation, are identifiable in both stationary and non-stationary settings. In addition, extensive experiments on synthetic and real data show that FANTOM outperforms existing methods.

Diffusion models have achieved remarkable success across a wide range of generative tasks. A key challenge is understanding the mechanisms that prevent their memorization of training data and allow generalization. In this work, we investigate the role of the training dynamics in the transition from generalization to memorization. Through extensive experiments and theoretical analysis, we identify two distinct timescales: an early time $\tau_\mathrm{gen}$ at which models begin to generate high-quality samples, and a later time $\tau_\mathrm{mem}$ beyond which memorization emerges. Crucially, we find that $\tau_\mathrm{mem}$ increases linearly with the training set size $n$, while $\tau_\mathrm{gen}$ remains constant. This creates a growing window of training times with $n$ where models generalize effectively, despite showing strong memorization if training continues beyond it. It is only when $n$ becomes larger than a model-dependent threshold that overfitting disappears at infinite training times. These findings reveal a form of implicit dynamical regularization in the training dynamics, which allow to avoid memorization even in highly overparameterized settings. Our results are supported by numerical experiments with standard U-Net architectures on realistic and synthetic datasets, and by a theoretical analysis using a tractable random features model studied in the high-dimensional limit.

The efficiency of Bayesian optimization (BO) relies heavily on the choice of the Gaussian process (GP) kernel, which plays a central role in balancing exploration and exploitation under limited evaluation budgets. Traditional BO methods often rely on fixed or heuristic kernel selection strategies, which can result in slow convergence or suboptimal solutions when the chosen kernel is poorly suited to the underlying objective function. To address this limitation, we propose a freshly-baked Context-Aware Kernel Evolution (CAKE) to enhance BO with large language models (LLMs). Concretely, CAKE leverages LLMs as the crossover and mutation operators to adaptively generate and refine GP kernels based on the observed data throughout the optimization process. To maximize the power of CAKE, we further propose BIC-Acquisition Kernel Ranking (BAKER) to select the most effective kernel through balancing the model fit measured by the Bayesian information criterion (BIC) with the expected improvement at each iteration of BO. Extensive experiments demonstrate that our fresh CAKE-based BO method consistently outperforms established baselines across a range of real-world tasks, including hyperparameter optimization, controller tuning, and photonic chip design. Our code is publicly available at https://github.com/richardcsuwandi/cake.

Machine Learning models in real-world applications must continuously learn new tasks to adapt to shifts in the data-generating distribution. Yet, for Continual Learning (CL), models often struggle to balance learning new tasks (plasticity) with retaining previous knowledge (memory stability). Consequently, they are susceptible to Catastrophic Forgetting, which degrades performance and undermines the reliability of deployed systems. In the Bayesian CL literature, variational methods tackle this challenge by employing a learning objective that recursively updates the posterior distribution while constraining it to stay close to its previous estimate. Nonetheless, we argue that these methods may be ineffective due to compounding approximation errors over successive recursions. To mitigate this, we propose new learning objectives that integrate the regularization effects of multiple previous posterior estimations, preventing individual errors from dominating future posterior updates and compounding over time. We reveal insightful connections between these objectives and Temporal-Difference methods, a popular learning mechanism in Reinforcement Learning and Neuroscience. Experiments on challenging CL benchmarks show that our approach effectively mitigates Catastrophic Forgetting, outperforming strong Variational CL methods.

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions based on past experiences. This paper studies off-policy learning from biased data in complex and high-dimensional domains where \emph{unobserved confounding} cannot be ruled out a priori. Building on the well-celebrated Deep Q-Network (DQN), we propose a novel deep reinforcement learning algorithm robust to confounding biases in observed data. Specifically, our algorithm attempts to find a safe policy for the worst-case environment compatible with the observations. We apply our method to twelve confounded Atari games, and find that it consistently dominates the standard DQN in all games where the observed input to the behavioral and target policies mismatch and unobserved confounders exist.

In this paper, we consider a score-based Integer Programming (IP) approach for solving the Bayesian Network Structure Learning (BNSL) problem. State-of-the-art BNSL IP formulations suffer from the exponentially large number of variables and constraints. A standard approach in IP to address such challenges is to employ row and column generation techniques, which dynamically generate rows and columns, while the complex pricing problem remains a computational bottleneck for BNSL. For the general class of $\ell_0$-penalized likelihood scores, we show how the pricing problem can be reformulated as a difference of submodular optimization problem, and how the Difference of Convex Algorithm (DCA) can be applied as an inexact method to efficiently solve the pricing problems. Empirically, we show that, for continuous Gaussian data, our row and column generation approach yields solutions with higher quality than state-of-the-art score-based approaches, especially when the graph density increases, and achieves comparable performance against benchmark constraint-based and hybrid approaches, even when the graph size increases.

Understanding causal relationships between variables is fundamental across scientific disciplines. Most causal discovery algorithms rely on two key assumptions: (i) all variables are observed, and (ii) the underlying causal graph is acyclic. While these assumptions simplify theoretical analysis, they are often violated in real-world systems, such as biological networks. Existing methods that account for confounders either assume linearity or struggle with scalability. To address these limitations, we propose DCCD-CONF, a novel framework for differentiable learning of nonlinear cyclic causal graphs in the presence of unmeasured confounders using interventional data. Our approach alternates between optimizing the graph structure and estimating the confounder distribution by maximizing the log-likelihood of the data. Through experiments on synthetic data and real-world gene perturbation datasets, we show that DCCD-CONF outperforms state-of-the-art methods in both causal graph recovery and confounder identification. Additionally, we provide consistency guarantees for our framework, reinforcing its theoretical soundness.

We consider the problem of estimating a causal effect in a multi-domain setting. The causal effect of interest is confounded by an unobserved confounder and can change between the different domains. We assume that we have access to a proxy of the hidden confounder and that all variables are discrete or categorical. We propose methodology to estimate the causal effect in the target domain, where we assume to observe only the proxy variable. Under these conditions, we prove identifiability (even when treatment and response variables are continuous). We introduce two estimation techniques, prove consistency, and derive confidence intervals. The theoretical results are supported by simulation studies and a real-world example studying the causal effect of website rankings on consumer choices.

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL) divergence. In this paper, we focus on the following parametric family: mixtures of isotropic Gaussians (i.e., with diagonal covariance matrices proportional to the identity) and uniform weights. We develop a variational framework and provide efficient algorithms suited for this family. In contrast with mixtures of Gaussian with generic covariance matrices, this choice presents a balance between accurate approximations of multimodal Bayesian posteriors, while being memory and computationally efficient. Our algorithms implement gradient descent on the location of the mixture components (the modes of the Gaussians), and either (an entropic) Mirror or Bures descent on their variance parameters. We illustrate the performance of our algorithms on numerical experiments.

Linear structural causal models (SCMs) are used to analyze the relationships between random variables. Directed edges represent direct causal effects and bidirected edges represent hidden confounders. Generically identifying the causal parameters from observed correlations between the random variables is an open problem in causality. Gupta and Bl\"aser solve the case of SCMs in which the directed edges form a tree by giving a randomized polynomial time algorithm with running time $O(n^6)$. We present an improved algorithm with running time $O(n^3 \log^2 n)$ and demonstrate its feasibility by providing an implementation that outperforms existing state-of-the-art implementations.