NeurIPS 2026 论文列表

We propose Flow Mismatching, an unsupervised anomaly detection method that deliberately avoids reconstruction-based paradigms. Instead, we treat flow matching as geometric dynamics and leverage a key insight: anomalies occur at places where the learned normal flow disagrees with the geometric path toward a test image. Given a flow matching model trained only on normal images, we probe its learned velocity field along affine paths from Gaussian noise to a target image. Along each path, we compare the model-predicted velocity, which follows normal generative dynamics, with the geometric velocity toward the target, which includes any anomalous content. Anomalies induce strong local disagreement between these velocities. Aggregating the mismatch over different time steps and multiple paths yields pixel-wise heatmaps and image-level scores without test-time optimization, feature memories, or additional calibration. Our analysis shows that the population mismatch decomposes into an irreducible denoising term and a Fisher-divergence term between the test-path and normal-path score functions, which identifies the score-gap component that drives anomaly separation and explains the effectiveness of robust path aggregation. Extensive experiments on MVTec-AD and VisA demonstrate superior performance compared with SOTA reconstruction-based and recent flow matching-based approaches.

We reformulate Optimal Transport Conditional Flow Matching (OT-CFM), showing that it admits an exact proximal form via an extended Brenier potential, without assuming that the target distribution has a density. In particular, the mapping to recover the target point is expressed by a proximal operator, which yields an explicit proximal expression of the vector field. We also discuss the convergence of minibatch OT-CFM to the population OT formulation as the sample and batch sizes increase. Using second epi-derivatives of convex potentials, we prove that, for manifold-supported targets, the manifold structure is stable by perturbation to the dynamics: after time rescaling, the dynamics contracts exponentially in directions normal to the manifold while remaining neutral along tangential directions.

We study token dynamics in deep Mamba models, with a particular focus on the attracting role of the first token. Unlike attention mechanisms, where token interactions are governed by positive scalar coefficients, Mamba dynamics involve full matrix-valued interaction coefficients with no positivity or definiteness guarantees. This structural difference makes Mamba dynamics substantially harder to analyze and prevents the direct application of existing techniques for attention-based models. To overcome this challenge, we introduce a new analytical framework based on a high-dimensional invariant box and a sharp exit-time argument, which together recover an effective form of sign-definiteness. Using this framework, we characterize the possible limit points of token trajectories and prove explicit exponential convergence rates. Our analysis reveals that the first token has privileged dynamics: its limiting direction attracts subsequent tokens, inducing token clustering and attention-sink phenomena in deep Mamba models. We further show that this attraction mechanism extends to broader sequence dynamics, including state-space models, causal attention, and classical time-series models. Experiments on Falcon-Mamba-7B validate our predictions, showing that concentration on the first token increases with depth and dominates in later layers.

Estimating the principal eigenpair of a positive operator from stochastic evaluations gives rise to a noisy form of normalized power iteration: each step applies a sampled operator estimate and then renormalizes. We establish finite-time stochastic-approximation guarantees for this procedure, working in Hilbert's projective metric, which is well-suited to the multiplicative geometry of Perron--Frobenius eigenproblems. Our main application is risk-sensitive average-cost reinforcement learning (RL) with exponential utility. In this setting the Bellman equations are multiplicative, and value functions are characterized by nonlinear eigenvalue problems rather than additive fixed points. We cast both policy evaluation and control in this framework, obtaining risk-sensitive TD- and Q-learning algorithms that learn from a single Markovian trajectory. Under explicit positivity, mixing, and linear function approximation assumptions, we prove finite-time bounds on the recovered eigenvector and eigenvalue with $\tilde{O}(\epsilon^{-2})$ sample complexity up to problem-dependent constants. The results cover both tabular and linear function approximation regimes, and through the duality between exponential utility and KL-robust control yield finite-time guarantees for KL-robust average-cost RL as well.

Time series forecasting is an actively researched problem with diverse applications. Recent work has shown that simple linear models can compete with complex deep learning architectures in terms of forecasting accuracy. This has led to the design of several small models, yet the reasons behind their effectiveness remain insufficiently understood. We address this gap through a theoretical framework grounded in reduced-rank regression and kernel analysis. We show both analytically and empirically that the intrinsic complexity of many TSF tasks is lower than commonly assumed and that the performance of linear models is linked to their alignment with low-rank data structures. Building on these insights, we propose a new design for low-rank neural networks that incur lower computational cost than linear models. Specifically, we introduce a simple filter bank architecture that provides a principled way to control model complexity through tunable and interpretable hyperparameters that directly correspond to the rank of the forecasting model. The proposed architecture also serves as a versatile building block for constructing deeper networks. Our evaluation shows that filter bank architectures achieve state-of-the-art results on most long-term TSF benchmarks, with lower computational cost than recently proposed solutions.

World Action Models (WAMs) have emerged as a promising alternative to Vision-Language-Action (VLA) models for embodied control because they explicitly model how visual observations may evolve under action. Most existing WAMs follow an imagine-then-execute paradigm, incurring substantial test-time latency from iterative video denoising, yet it remains unclear whether explicit future imagination is actually necessary for strong action performance. In this paper, we ask whether WAMs need explicit future imagination at test time, or whether their benefit comes primarily from video modeling during training. We disentangle the role of video modeling during training from explicit future generation during inference by proposing **Fast-WAM**, a WAM architecture that retains video co-training during training but skips future prediction at test time. We further instantiate several Fast-WAM variants to enable a controlled comparison of these two factors. Across these variants, we find that Fast-WAM remains competitive with imagine-then-execute variants, while removing video co-training causes a much larger performance drop. Empirically, Fast-WAM achieves competitive results with state-of-the-art methods both on simulation benchmarks (LIBERO and RoboTwin) and real-world tasks, without embodied pretraining. It runs in real time with 110 ms latency, over 6$\times$ faster than existing imagine-then-execute WAMs. These results suggest that the main value of video prediction in WAMs may lie in improving world representations during training rather than generating future observations at test time.

Human-centric video customization, particularly at the garment level, has shown significant commercial value. However, existing approaches cannot support low-latency and interactive garment control, which is crucial for applications such as e-commerce and content creation. This paper studies how to achieve interactive multi-garment video customization while preserving motion coherence using only single-garment video data. We present FashionChameleon, a real-time and interactive framework for human-garment customization in autoregressive video generation, where users can interactively switch garment during generation. FashionChameleon consists of three key techniques: (i) Instead of training on multi-garment video data, we train a Teacher Model with In-Context Learning on a single reference–garment pair. By retaining the image-to-video training paradigm while enforcing a mismatch between the reference and garment image, the model is encouraged to implicitly preserve coherence during single-garment switching. (ii) To achieve consistency and efficiency during generation, we introduce Streaming Distillation with In-Context Learning, which fine-tunes the model with in-context teacher forcing and improves extrapolation consistency via gradient-reweighted distribution matching distillation. (iii) To extend the model for interactive multi-garment video customization, we propose Training-Free KV Cache Rescheduling, which includes garment KV refresh, historical KV withdraw, and reference KV disentangle to achieve garment switching while preserving motion coherence. Our FashionChameleon uniquely supports interactive customization and long-video extrapolation, while achieving real-time generation at 23.8 FPS on a single GPU, 30-180$\times$ faster than existing baselines.

In this work, we introduce FLAME, a family of extremely lightweight and capable Time Series Foundation Models, which support versatile forecasting tasks via generative probabilistic modeling, while ensuring both efficiency and robustness. FLAME utilizes the Legendre Memory for strong generalization capabilities. Through adapting variants of Legendre Memory, i.e., translated Legendre (LegT) and scaled Legendre (LegS), in the Encoding and Decoding phases, FLAME can effectively capture the inherent inductive bias within data and make efficient long-range inferences. To enhance the accuracy of probabilistic forecasting while keeping efficient, FLAME adopts a Normalizing Flow based forecasting head, which can model the arbitrarily intricate distributions over the forecasting horizon in a generative manner. Comprehensive experiments on four well-recognized benchmarks, including TSFM-Bench, ProbTS, TFB, and GIFT-EVAL, demonstrate that FLAME is a strong out-of-the-box tool of decision intelligence.

Multivariate time-series forecasting requires reliable cross-series interaction, yet many attention- and mixing-based models couple heterogeneous variables without explicit entry-stage alignment. Such uncalibrated early interaction can lead to poorly conditioned optimization and degraded generalization when cross-series statistics drift. We propose First-layer Statistical Calibration (FISC), a simple framework that imposes statistical calibration constraints only on the first cross-series coupling layer while leaving deeper coupling layers learnable without repeated calibration. FISC estimates training-set cross-series statistics, converts them into a statistical affinity matrix, and convexly fuses this matrix with learnable coupling parameters. A row-wise simplex projection then yields a nonnegative row-stochastic mixing operator, providing bounded and interpretable entry-layer interaction. By restricting calibration to the first layer, FISC calibrates the entrance interaction without repeatedly constraining deeper feature transformations. To reduce temporal redundancy, FISC further combines a time-domain branch with a data-adaptive orthogonal-domain branch derived from training-time temporal statistics. Experiments on standard long- and short-term forecasting benchmarks show that FISC improves forecasting accuracy while maintaining favorable efficiency. Ablations and non-stationarity analyses further show that first-layer-only calibration consistently outperforms no calibration, last-layer calibration, and all-layer calibration, supporting a simple principle for robust cross-series learning: constrain the entrance interaction with training-set statistics, while letting deeper representations remain data-adaptive.

LiDAR-based 3D Object Detection (L3OD) is a fundamental 3D perception task, yet its performance is often compromised by domain shifts arising from diverse sensor configurations and environmental conditions. Existing Test-Time Adaptation (TTA) methods primarily leverage self-supervision in the spatial domain, yet they frequently confound semantic content with domain style due to the sparse, non-Euclidean nature of point clouds. To overcome this limitation, we propose FIND (Frequency INvariance Disentanglement), a novel TTA framework that precisely disentangles domain-invariant content from domain-specific interference within the frequency domain. Our methodology utilizes B-Spline fitting to construct locally adaptive filters integrated into a dual-stream architecture: an Invariant Stream extracts robust features to guide pseudo-labeling, while a Specific Stream enforces consistency against domain perturbations. By combining invariance-driven alignment with stability-guided regularization, our approach dynamically extracts robust domain-invariant features while suppressing domain-specific interference. Extensive experiments on cross-dataset adaptation and robust corruption benchmarks demonstrate that FIND significantly outperforms state-of-the-art methods.

Detecting abnormal changes in server operational data is an important task in modern computing systems, as unexpected shifts in traffic, workload, or performance metrics may indicate service degradation, abnormal access patterns, system failures, or potential security risks. However, server monitoring data are often naturally observed as functional time series, with complex temporal patterns, high dimensionality, and heterogeneous structures, making traditional change-point detection methods difficult to apply reliably in practice. To address this problem, we propose a general change-point detection framework based on a Functional Embedding Neural Network (FENet), designed to provide robust detection across different data types and structural conditions without relying on strong prior assumptions. The proposed method is motivated by the connection between the classical functional CUSUM (FCUSUM) statistic and neural network representations, which allows FENet to learn effective detection rules directly from data while retaining useful statistical intuition. We provide theoretical analysis to formalize this connection and study key properties of the proposed approach. Extensive simulation studies show that FENet achieves competitive performance compared with existing methods and remains robust under limited training data and distributional mismatch between training and test settings. We further apply FENet to real-world server operational metrics, demonstrating its practical value in detecting and localizing abnormal changes in complex server monitoring systems.

Real-time execution is crucial for deploying Vision-Language-Action (VLA) models in the physical world. Existing asynchronous inference methods primarily optimize trajectory smoothness, but neglect the critical latency in reacting to environmental changes. By rethinking the notion of reaction in action chunking policies, this paper presents a systematic analysis of the factors governing reaction time. We show that reaction time follows a uniform distribution determined jointly by the Time to First Action (TTFA) and the execution horizon. Moreover, we reveal that the standard practice of applying a constant schedule in flow-based VLAs can be inefficient and forces the system to complete all sampling steps before any movement can start, forming the bottleneck in reaction latency. To overcome this issue, we propose Fast Action Sampling for ImmediaTE Reaction (FASTER). By introducing a Horizon-Aware Schedule, FASTER adaptively prioritizes near-term actions during flow sampling, compressing the denoising of the immediate reaction by tenfold (e.g., in $\pi_{0.5}$ and X-VLA) into a single step, while preserving the quality of long-horizon trajectory. Coupled with a streaming client-server pipeline, FASTER substantially reduces the effective reaction latency on real robots, especially when deployed on consumer-grade GPUs. Real-world experiments, including a highly dynamic table tennis task, prove that FASTER unlocks substantially improved real-time responsiveness for generalist policies, enabling rapid generation of accurate and smooth trajectories.

In this paper, we introduce Exact Flow Linear Attention(EFLA), an exact-flow formulation of delta-rule linear attention. We show that the delta-rule update can be interpreted as an explicit Euler discretization of an underlying continuous-time system. EFLA replaces this first-order update with the exact closed-form flow. By exploiting the rank-1 structure of the dynamics matrix, both the matrix exponential and the input integral collapse to a simple update that preserves delta-rule linear attention's algebraic structure, parameter count, linear-time complexity, and chunkwise parallelism. This attention mechanism removes the Euler discretization error of the delta-rule dynamics without introducing additional parameters. Experiments on robustness tests, language modeling benchmarks, and the MAD synthetic benchmark show that EFLA improves stability under corrupted and high-energy inputs, reduces perplexity, and achieves stronger downstream performance compared to SSM and Euler-style baselines. These results establish exact-flow integration as a principled and scalable update mechanism for delta-rule linear attention.

A common failure mode in long-horizon agentic test-time scaling is error propagation, where factual errors or invalid deductions introduced at intermediate steps persist in the agent's belief state and contaminate later reasoning. Existing test-time scaling methods provide limited control over this process, as they often rely on agents to detect their own mistakes, select among flawed trajectories, or refine solutions only after errors have already shaped the reasoning path. We propose ExComm, a communication protocol for exploration-stage agentic test-time scaling. ExComm is motivated by the empirical observation that the majority of intermediate errors in parallel agentic reasoning produce detectable cross-agent factual conflicts. Leveraging the iterative structure of agentic workflows, ExComm periodically audits agent belief states to detect such conflicts, resolves them through a dedicated tool-based verification loop, and returns concise, targeted feedback to the involved agents. Corrections are incorporated through soft belief updates, which append verified feedback rather than overwriting existing beliefs. Furthermore, to prevent collapsing trajectory diversity due to communication, ExComm further introduces a trajectory diversification module that redirects redundant trajectories toward orthogonal strategies. Experiments on AIME 2024, AIME 2025, and GAIA with Gemini-2.5-Flash-Lite and Qwen3.5-4B show that ExComm consistently outperforms strong test-time scaling baselines, achieving average performance gains of 5.7\% and 5.0\% over the best-performing baselines, respectively. Further analyses demonstrate improved error recovery, favorable scaling behavior, stronger diversity than adapted communication baselines, and the best performance-cost trade-off among the evaluated methods.

Time series foundation models (TSFMs) are increasingly used for probabilistic forecasting across diverse domains, yet the reliability of their uncertainty estimates remains poorly understood. In this work, we study uncertainty calibration in probabilistic TSFMs from a broader methodological and empirical perspective. We introduce a taxonomy of how TSFMs represent predictive uncertainty and develop a fine-grained evaluation framework for calibration in multi-horizon forecasting that distinguishes pooled, horizon-wise, and stronger conditional notions of calibration. Using this framework, we conduct a comprehensive empirical evaluation of popular TSFMs across diverse datasets and show that current models exhibit distinct and systematic patterns of miscalibration that standard metrics often obscure. We further analyze common post-hoc recalibration methods and characterize which forms of calibration they can improve and which tend to persist. Our results provide practical guidance for evaluating and improving uncertainty calibration in TSFMs and highlight important limitations of current practice.

Sparse mixture-of-experts (MoE) models raise a natural inference-time question: can experts not selected by the router improve predictions or estimate their errors without retraining? We study this question in vision MoEs across five RGB and multispectral classification datasets and multiple expert counts. We evaluate additional expert inference for three outcomes: top-1 accuracy, raw ranking of default router errors, and calibrated prediction of whether the router-selected classification is wrong. An upper-bound analysis shows that non-selected experts often contain useful class signal when the routed path fails. However, this signal does not reliably improve deployable top-1 accuracy, and raw multi-forward uncertainty scores yield only limited gains for ranking router errors. The strongest benefit appears in calibrated router-error prediction: post-hoc models that combine router signals with features from non-selected experts reduce Router-error Expected Calibration Error (ECE) by roughly 10-13% on average, with several settings exceeding 20% relative improvement over a calibrated router-only baseline. Overall, additional inference-time expert usage in vanilla vision MoEs is most useful for estimating the reliability of the routed decision, rather than directly improving classification accuracy.

Patch-based transformers have emerged as efficient and improved long-horizon modeling architectures for time series modeling. Yet, existing approaches rely on temporally-agnostic patch construction, where arbitrary starting positions and fixed lengths fracture temporal coherence by splitting natural transitions across boundaries. This naive segmentation often disrupts short-term dependencies and weakens representation learning. We propose a novel Entropy-Guided Dynamic Patch Encoder (EntroPE), as a temporally informed framework that dynamically detects transition points via conditional entropy and dynamically places patch boundaries. This preserves temporal structure while retaining the computational benefits of patching. EntroPE consists of two key modules, namely an Entropy-based Dynamic Patcher (EDP) that applies information-theoretic criteria to locate natural temporal shifts and determine patch boundaries, and an Adaptive Patch Encoder (APE) that employs pooling and cross-attention to capture intra-patch dependencies and produce fixed-size latent representations. Extensive experiments on long-term forecasting, classification, and anomaly detection demonstrate that the proposed method improves both accuracy and efficiency, establishing entropy-guided dynamic patching as a promising new paradigm for time series modeling.

Accurate time-series forecasting is critical for a wide range of problems involving temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the performance of a single predictor can be highly variable due to shifts in the underlying data distribution. This paper proposes a new methodology for building robust ensembles of time series forecasting models. Our approach uses Adaptive Robust Optimization (ARO) to construct a linear regression ensemble whose model weights adapt over time. We demonstrate the effectiveness of our method through a series of synthetic experiments and real-world applications, including air pollution management, energy consumption forecasting, and tropical cyclone intensity forecasting. Our results show that our adaptive ensembles outperform the best ensemble member in hindsight by 16-26\% in root mean square error and 14-28\% in conditional value at risk and improve over competitive ensemble techniques.

While existing time series foundation models primarily rely on large-scale unimodal pretraining, they lack complementary modalities to enhance time series understanding. Building multimodal foundation models is a natural next step, but it faces key challenges: 1) lack of a unified multimodal pretraining paradigm and large-scale multimodal corpora for time series analysis; 2) how to effectively integrate heterogeneous modalities and enhance model generalization. To address these challenges, we take an early step toward multimodal foundation models for time series analysis. We first propose a multimodal pretraining paradigm that leverages time series with endogenous modalities (derived images and text) and exogenous knowledge (news), providing a comprehensive multi-view perspective for time series analysis. To support this, we develop an automated data construction pipeline to curate MM-TS, the first large-scale multimodal time series dataset spanning six domains, with up to one billion points. Then we propose HORAI, a frequency-enhanced multimodal foundation model. It integrates two core components: the Frequency-enhanced Cross-Modality Encoder and the Time-Frequency Decoder, designed to effectively fuse multimodal features and enhance model generalization across modalities and domains. After pretraining on MM-TS, HORAI achieves state-of-the-art zero-shot performance on time series forecasting and anomaly detection tasks, demonstrating strong generalization.