Tail Annealing for Heavy-Tailed Flow Matching

Standard generative models struggle with heavy-tailed data: Lipschitz architectures cannot produce power-law tails from Gaussian noise, and interpolating between heavy-tailed data and Gaussians is ill-posed. We propose a simple fix: apply the soft-log transform $φ(x) = \mathrm{sign}(x) \cdot \log(1 + |x|)$ coordinate-wise to data before training, then exponentiate samples after generation. A Hill diagnostic decides per-coordinate whether to transform, leaving light-tailed margins untouched at no added complexity. This compresses heavy tails into a range where standard flow matching succeeds, without heavy-tailed base distributions or architectural modifications. We provide theoretical intuition for why this works: the log-transform maps Pareto tails to exponentials, and the induced dynamics implement a form of tail annealing via power transformations. On a 144-configuration multivariate benchmark (3 copulas, $d$ up to 100, 4 tail indices), Log-FM dominates specialized baselines on $W_1$, CVaR$_{99}$, and extreme-quantile metrics, and is the only method with zero severe divergences across 2{,}880 runs.

High-Order Optimization of Gradient Boosted Decision Trees

Gradient Boosted Decision Trees (GBDTs) are dominant machine learning algorithms for modeling discrete or tabular data. Unlike neural networks with millions of trainable parameters, GBDTs optimize loss function in an additive manner and have a single trainable parameter per leaf, which makes it easy to apply high-order optimization of the loss function. In this paper, we introduce high-order optimization for GBDTs based on numerical optimization theory which allows us to construct trees based on high-order derivatives of a given loss function. In the experiments, we show that high-order optimization has faster per-iteration convergence that leads to reduced running time. Our solution can be easily parallelized and run on GPUs with little overhead on the code. Finally, we discuss future potential improvements such as automatic differentiation of arbitrary loss function and combination of GBDTs with neural networks.