\k{appa}-LoRA: Condition Numbers Reveal Which LoRA Matrices Worth Updating

Low-Rank Adaptation (LoRA) has become a widely adopted technique for efficient neural network fine-tuning, decomposing model updates into low-rank matrices. However, LoRA remains computationally costly because it updates all matrices uniformly, regardless of their actual contribution to adaptation. This cost is especially prohibitive for large-scale models with billions of parameters and for resource-constrained settings such as edge deployment and on-device fine-tuning. We show for the first time that not all LoRA matrices are equally worth tuning: matrices with smaller condition numbers (the ratio of largest to smallest singular value) are already well-balanced across directions and contribute only marginally to adaptation, whereas matrices with larger condition numbers contain underdeveloped directions that span richer subspaces and drive most of the performance gains. This observation itself is a key contribution of our work, and it motivates a more selective approach to fine-tuning. Building on this insight, we propose \k{appa}-LoRA, a method that optimizes LoRA by focusing updates on the matrices with the largest condition numbers, which capture the most informative directions of change. By restricting LoRA updates to the top 50% of weight matrices ranked by condition number, \k{appa}-LoRA halves the trainable parameter count and correspondingly reduces compute and memory cost. Extensive experiments across multiple benchmarks show that this design cuts fine-tuning time by 16.2% on average while matching the accuracy of standard LoRA and reducing memory cost by 4.5%. Further analysis reveals that the condition numbers of the selected matrices consistently decrease over training, suggesting that \k{appa}-LoRA's effectiveness stems from targeted spectral rebalancing rather than parameter selection alone.

A Single Stepsize Suffices for Unprojected Linear TD(0): Simultaneous Robust and Fast Rates via Polyak--Ruppert Averaging

We study linear TD(0) under Markovian sampling, where data are generated along a single trajectory. We provide high-probability guarantees for a plain unprojected TD(0) algorithm with Polyak-Ruppert (PR) averaging, using a single stepsize schedule $η_t \propto \frac{1}{τ_{\mathrm{mix}}\log(t)\sqrt{t}}$ that depends on the mixing time but requires no prior knowledge of the curvature parameter $ω$. Our first result shows that such a choice of the stepsize guarantees that the TD(0) iterates are automatically and uniformly bounded with high probability, without projections and without any stability argument based on $ω$. Building on this result, we establish a simultaneous high-probability convergence guarantee for the PR average: the same stepsize yields both a robust curvature-free $\widetilde{\mathcal{O}}\!\left(\frac{τ_{\mathrm{mix}}}{\sqrt{T}}\right)$ rate and a fast curvature-dependent $\widetilde{\mathcal{O}}\!\left(\frac{τ_{\mathrm{mix}}^2}{ωT}\right)$rate, with the bound taking the minimum of the two. The core technical ingredient is a Poisson-equation toolkit for geometrically mixing Markov chains, which decomposes Markov noise into a martingale term plus a controlled remainder and enables a new self-bounding inductive argument for pathwise stability.

Last-Iterate Convergence of Optimistic Multiplicative Weight Update

Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative-Weights Update (OMWU) are two very popular algorithms to solve convex/concave saddle-point problems, where OMWU is the non-Euclidean, entropic version of OGDA. It is known since the '80s that the last iterate of OGDA asymptotically converges to a saddle point in smooth problems. On the other hand, it is unknown if OMWU has the same property. In this paper, I show that OMWU converges asymptotically for smooth convex-concave saddle-point problems, with a small enough constant learning rate. The result does not require uniqueness, strict complementarity, an error bound, or initialization near a solution. The main new ingredient is a boundary argument showing that every cluster point satisfies the inactive-coordinate KKT inequalities. The boundary argument was discovered with assistance from ChatGPT and is documented in the appendix.

From Betting to Empirical Bernstein LIL

This is a verbatim copy of a technical report I wrote in 2017-2018 to obtain the law of the iterated logarithm using the guarantee on the wealth of an online betting strategy.

Nonparametric Teaching of Attention Learners

Attention learners, neural networks built on the attention mechanism, e.g., transformers, excel at learning the implicit relationships that relate sequences to their corresponding properties, e.g., mapping a given sequence of tokens to the probability of the next token. However, the learning process tends to be costly. To address this, we present a novel paradigm named Attention Neural Teaching (AtteNT) that reinterprets the learning process through a nonparametric teaching perspective. Specifically, the latter provides a theoretical framework for teaching mappings that are implicitly defined (i.e., nonparametric) via example selection. Such an implicit mapping is embodied through a dense set of sequence-property pairs, with the AtteNT teacher selecting a subset to accelerate convergence in attention learner training. By analytically investigating the role of attention on parameter-based gradient descent during training, and recasting the evolution of attention learners, shaped by parameter updates, through functional gradient descent in nonparametric teaching, we show for the first time that teaching attention learners is consistent with teaching importance-adaptive nonparametric learners. These new findings readily commit AtteNT to enhancing learning efficiency of attention learners. Specifically, we observe training time reductions of 13.01% for LLMs and 20.58% for ViTs, spanning both fine-tuning and training-from-scratch regimes. Crucially, these gains are achieved without compromising accuracy; in fact, performance is consistently preserved and often enhanced across a diverse set of downstream tasks.

Online Conformal Prediction via Universal Portfolio Algorithms

Online conformal prediction (OCP) seeks prediction intervals that achieve long-run $1-α$ coverage for arbitrary (possibly adversarial) data streams, while remaining as informative as possible. Existing OCP methods often require manual learning-rate tuning to work well, and may also require algorithm-specific analyses. Here, we develop a general regret-to-coverage theory for interval-valued OCP based on the $(1-α)$-pinball loss. Our first contribution is to identify \emph{linearized regret} as a key notion, showing that controlling it implies coverage bounds for any online algorithm. This relies on a black-box reduction that depends only on the Fenchel conjugate of an upper bound on the linearized regret. Building on this theory, we propose UP-OCP, a parameter-free method for OCP, via a reduction to a two-asset portfolio selection problem, leveraging universal portfolio algorithms. We show strong finite-time bounds on the miscoverage of UP-OCP, even for polynomially growing predictions. Extensive experiments support that UP-OCP delivers consistently better size/coverage trade-offs than prior online conformal baselines.

AraMix: Recycling, Refiltering, and Deduplicating to Deliver the Largest Arabic Pretraining Corpus

We present AraMix, a deduplicated Arabic pretraining corpus containing approximately 178 billion tokens across 179 million documents. Rather than scraping the web again, AraMix demonstrates that substantial value lies in systematically reusing and curating existing pretraining datasets: we combine seven publicly available Arabic web datasets, apply quality filtering designed specifically for Arabic text to re-filter some datasets, and perform cross-dataset deduplication, both MinHash and sentence-level. This approach reveals that nearly 60% of tokens across these independently collected corpora are duplicates, redundancy that any new scraping efforts will reproduce. Our work suggests that for lower resource languages, investment in curation pipelines for existing data yields greater returns than additional web crawls, an approach that allowed us to curate the largest heavily filtered publicly available Arabic pretraining corpus.

A Best-of-Both-Worlds Proof for Tsallis-INF without Fenchel Conjugates

In this short note, we present a simple derivation of the best-of-both-world guarantee for the Tsallis-INF multi-armed bandit algorithm from J. Zimmert and Y. Seldin. Tsallis-INF: An optimal algorithm for stochastic and adversarial bandits. Journal of Machine Learning Research, 22(28):1-49, 2021. URL https://jmlr.csail.mit.edu/papers/volume22/19-753/19-753.pdf. In particular, the proof uses modern tools from online convex optimization and avoid the use of conjugate functions. Also, we do not optimize the constants in the bounds in favor of a slimmer proof.

STaR-Bets: Sequential Target-Recalculating Bets for Tighter Confidence Intervals

The construction of confidence intervals for the mean of a bounded random variable is a classical problem in statistics with numerous applications in machine learning and virtually all scientific fields. In particular, obtaining the tightest possible confidence intervals is vital every time the sampling of the random variables is expensive. The current state-of-the-art method to construct confidence intervals is by using betting algorithms. This is a very successful approach for deriving optimal confidence sequences, even matching the rate of law of iterated logarithms. However, in the fixed horizon setting, these approaches are either sub-optimal or based on heuristic solutions with strong empirical performance but without a finite-time guarantee. Hence, no betting-based algorithm guaranteeing the optimal $\mathcal{O}(\sqrt{\frac{\sigma^2\log\frac1\delta}{n}})$ width of the confidence intervals are known. This work bridges this gap. We propose a betting-based algorithm to compute confidence intervals that empirically outperforms the competitors. Our betting strategy uses the optimal strategy in every step (in a certain sense), whereas the standard betting methods choose a constant strategy in advance. Leveraging this fact results in strict improvements even for classical concentration inequalities, such as the ones of Hoeffding or Bernstein. Moreover, we also prove that the width of our confidence intervals is optimal up to an $1+o(1)$ factor diminishing with $n$. The code is available on~https://github.com/vvoracek/STaR-bets-confidence-interval.

Square$χ$PO: Differentially Private and Robust $χ^2$-Preference Optimization in Offline Direct Alignment

In this paper, we theoretically study the offline alignment of language models with human preference feedback, under both preference label corruption and privacy protections. To this end, we propose Square$\chi$PO, a simple one-line change to $\chi$PO where the standard log-loss is replaced by a new square loss over probability. Thanks to the inherent properties of this new loss, we have advanced the state-of-the-art of differentially private and robust offline direct alignment. Specifically, for the local model of label privacy, Square$\chi$PO is the first algorithm that attains an optimal rate based on single-policy concentrability even with general function approximations. It also gives the first result under the central model of privacy protection over both prompts (responses) and labels. On the robustness side against Huber label corruption, Square$\chi$PO is the first alignment method that has a meaningful theoretical guarantee under general function approximations. More importantly, Square$\chi$PO can address privacy protection and corruption simultaneously, where an interesting separation is observed, implying that the order of privacy and corruption matters. Furthermore, we show that Square$\chi$PO can also be easily extended to handle the scenario of the general preference model with state-of-the-art guarantees under corruption and privacy. Last but not least, all of our theoretical guarantees enjoy a unified analysis, building upon a new result on the generalization error bounds of least-square regression under corruption and privacy constraints, which we believe is of independent interest to the community.