FinSearchComp: Towards a Realistic, Expert-Level Evaluation of Financial Search and Reasoning

Search has emerged as core infrastructure for LLM-based agents and is widely viewed as critical on the path toward more general intelligence. Finance is a particularly demanding proving ground: analysts routinely conduct complex, multi-step searches over time-sensitive, domain-specific data, making it ideal for assessing both search proficiency and knowledge-grounded reasoning. Yet no existing open financial datasets evaluate data searching capability of end-to-end agents, largely because constructing realistic, complicated tasks requires deep financial expertise and time-sensitive data is hard to evaluate. We present FinSearchComp, the first fully open-source agent benchmark for realistic, open-domain financial search and reasoning. FinSearchComp comprises three tasks -- Time-Sensitive Data Fetching, Simple Historical Lookup, and Complex Historical Investigation -- closely reproduce real-world financial analyst workflows. To ensure difficulty and reliability, we engage 70 professional financial experts for annotation and implement a rigorous multi-stage quality-assurance pipeline. The benchmark includes 635 questions spanning global and Greater China markets, and we evaluate 21 models (products) on it. Grok 4 (web) tops the global subset, approaching expert-level accuracy. DouBao (web) leads on the Greater China subset. Experimental analyses show that equipping agents with web search and financial plugins substantially improves results on FinSearchComp, and the country origin of models and tools impact performance significantly.By aligning with realistic analyst tasks and providing end-to-end evaluation, FinSearchComp offers a professional, high-difficulty testbed for complex financial search and reasoning.

LimiX: Unleashing Structured-Data Modeling Capability for Generalist Intelligence

We argue that progress toward general intelligence requires complementary foundation models grounded in language, the physical world, and structured data. This report presents LimiX, the first installment of our large structured-data models (LDMs). LimiX treats structured data as a joint distribution over variables and missingness, thus capable of addressing a wide range of tabular tasks through query-based conditional prediction via a single model. LimiX is pretrained using masked joint-distribution modeling with an episodic, context-conditional objective, where the model predicts for query subsets conditioned on dataset-specific contexts, supporting rapid, training-free adaptation at inference. We evaluate LimiX across 10 large structured-data benchmarks with broad regimes of sample size, feature dimensionality, class number, categorical-to-numerical feature ratio, missingness, and sample-to-feature ratios. With a single model and a unified interface, LimiX consistently surpasses strong baselines including gradient-boosting trees, deep tabular networks, recent tabular foundation models, and automated ensembles, as shown in Figure 1 and Figure 2. The superiority holds across a wide range of tasks, such as classification, regression, missing value imputation, and data generation, often by substantial margins, while avoiding task-specific architectures or bespoke training per task. All LimiX models are publicly accessible under Apache 2.0.

DRO: A Python Library for Distributionally Robust Optimization in Machine Learning

We introduce dro, an open-source Python library for distributionally robust optimization (DRO) for regression and classification problems. The library implements 14 DRO formulations and 9 backbone models, enabling 79 distinct DRO methods. Furthermore, dro is compatible with both scikit-learn and PyTorch. Through vectorization and optimization approximation techniques, dro reduces runtime by 10x to over 1000x compared to baseline implementations on large-scale datasets. Comprehensive documentation is available at https://python-dro.org.

Error Slice Discovery via Manifold Compactness

Despite the great performance of deep learning models in many areas, they still make mistakes and underperform on certain subsets of data, i.e. error slices. Given a trained model, it is important to identify its semantically coherent error slices that are easy to interpret, which is referred to as the error slice discovery problem. However, there is no proper metric of slice coherence without relying on extra information like predefined slice labels. Current evaluation of slice coherence requires access to predefined slices formulated by metadata like attributes or subclasses. Its validity heavily relies on the quality and abundance of metadata, where some possible patterns could be ignored. Besides, current algorithms cannot directly incorporate the constraint of coherence into their optimization objective due to the absence of an explicit coherence metric, which could potentially hinder their effectiveness. In this paper, we propose manifold compactness, a coherence metric without reliance on extra information by incorporating the data geometry property into its design, and experiments on typical datasets empirically validate the rationality of the metric. Then we develop Manifold Compactness based error Slice Discovery (MCSD), a novel algorithm that directly treats risk and coherence as the optimization objective, and is flexible to be applied to models of various tasks. Extensive experiments on the benchmark and case studies on other typical datasets demonstrate the superiority of MCSD.

Towards Human-Guided, Data-Centric LLM Co-Pilots

Machine learning (ML) has the potential to revolutionize healthcare, but its adoption is often hindered by the disconnect between the needs of domain experts and translating these needs into robust and valid ML tools. Despite recent advances in LLM-based co-pilots to democratize ML for non-technical domain experts, these systems remain predominantly focused on model-centric aspects while overlooking critical data-centric challenges. This limitation is problematic in complex real-world settings where raw data often contains complex issues, such as missing values, label noise, and domain-specific nuances requiring tailored handling. To address this we introduce CliMB-DC, a human-guided, data-centric framework for LLM co-pilots that combines advanced data-centric tools with LLM-driven reasoning to enable robust, context-aware data processing. At its core, CliMB-DC introduces a novel, multi-agent reasoning system that combines a strategic coordinator for dynamic planning and adaptation with a specialized worker agent for precise execution. Domain expertise is then systematically incorporated to guide the reasoning process using a human-in-the-loop approach. To guide development, we formalize a taxonomy of key data-centric challenges that co-pilots must address. Thereafter, to address the dimensions of the taxonomy, we integrate state-of-the-art data-centric tools into an extensible, open-source architecture, facilitating the addition of new tools from the research community. Empirically, using real-world healthcare datasets we demonstrate CliMB-DC's ability to transform uncurated datasets into ML-ready formats, significantly outperforming existing co-pilot baselines for handling data-centric challenges. CliMB-DC promises to empower domain experts from diverse domains -- healthcare, finance, social sciences and more -- to actively participate in driving real-world impact using ML.

LLM Embeddings Improve Test-time Adaptation to Tabular $Y|X$-Shifts

For tabular datasets, the change in the relationship between the label and covariates ($Y|X$-shifts) is common due to missing variables (a.k.a. confounders). Since it is impossible to generalize to a completely new and unknown domain, we study models that are easy to adapt to the target domain even with few labeled examples. We focus on building more informative representations of tabular data that can mitigate $Y|X$-shifts, and propose to leverage the prior world knowledge in LLMs by serializing (write down) the tabular data to encode it. We find LLM embeddings alone provide inconsistent improvements in robustness, but models trained on them can be well adapted/finetuned to the target domain even using 32 labeled observations. Our finding is based on a comprehensive and systematic study consisting of 7650 source-target pairs and benchmark against 261,000 model configurations trained by 22 algorithms. Our observation holds when ablating the size of accessible target data and different adaptation strategies. The code is available at https://github.com/namkoong-lab/LLM-Tabular-Shifts.

Topology-Aware Dynamic Reweighting for Distribution Shifts on Graph

Graph Neural Networks (GNNs) are widely used for node classification tasks but often fail to generalize when training and test nodes come from different distributions, limiting their practicality. To overcome this, recent approaches adopt invariant learning techniques from the out-of-distribution (OOD) generalization field, which seek to establish stable prediction methods across environments. However, the applicability of these invariant assumptions to graph data remains unverified, and such methods often lack solid theoretical support. In this work, we introduce the Topology-Aware Dynamic Reweighting (TAR) framework, which dynamically adjusts sample weights through gradient flow in the geometric Wasserstein space during training. Instead of relying on strict invariance assumptions, we prove that our method is able to provide distributional robustness, thereby enhancing the out-of-distribution generalization performance on graph data. By leveraging the inherent graph structure, TAR effectively addresses distribution shifts. Our framework's superiority is demonstrated through standard testing on four graph OOD datasets and three class-imbalanced node classification datasets, exhibiting marked improvements over existing methods.

Bridging Multicalibration and Out-of-distribution Generalization Beyond Covariate Shift

We establish a new model-agnostic optimization framework for out-of-distribution generalization via multicalibration, a criterion that ensures a predictor is calibrated across a family of overlapping groups. Multicalibration is shown to be associated with robustness of statistical inference under covariate shift. We further establish a link between multicalibration and robustness for prediction tasks both under and beyond covariate shift. We accomplish this by extending multicalibration to incorporate grouping functions that consider covariates and labels jointly. This leads to an equivalence of the extended multicalibration and invariance, an objective for robust learning in existence of concept shift. We show a linear structure of the grouping function class spanned by density ratios, resulting in a unifying framework for robust learning by designing specific grouping functions. We propose MC-Pseudolabel, a post-processing algorithm to achieve both extended multicalibration and out-of-distribution generalization. The algorithm, with lightweight hyperparameters and optimization through a series of supervised regression steps, achieves superior performance on real-world datasets with distribution shift.

Stability Evaluation via Distributional Perturbation Analysis

The performance of learning models often deteriorates when deployed in out-of-sample environments. To ensure reliable deployment, we propose a stability evaluation criterion based on distributional perturbations. Conceptually, our stability evaluation criterion is defined as the minimal perturbation required on our observed dataset to induce a prescribed deterioration in risk evaluation. In this paper, we utilize the optimal transport (OT) discrepancy with moment constraints on the \textit{(sample, density)} space to quantify this perturbation. Therefore, our stability evaluation criterion can address both \emph{data corruptions} and \emph{sub-population shifts} -- the two most common types of distribution shifts in real-world scenarios. To further realize practical benefits, we present a series of tractable convex formulations and computational methods tailored to different classes of loss functions. The key technical tool to achieve this is the strong duality theorem provided in this paper. Empirically, we validate the practical utility of our stability evaluation criterion across a host of real-world applications. These empirical studies showcase the criterion's ability not only to compare the stability of different learning models and features but also to provide valuable guidelines and strategies to further improve models.

Distributionally Generative Augmentation for Fair Facial Attribute Classification

Facial Attribute Classification (FAC) holds substantial promise in widespread applications. However, FAC models trained by traditional methodologies can be unfair by exhibiting accuracy inconsistencies across varied data subpopulations. This unfairness is largely attributed to bias in data, where some spurious attributes (e.g., Male) statistically correlate with the target attribute (e.g., Smiling). Most of existing fairness-aware methods rely on the labels of spurious attributes, which may be unavailable in practice. This work proposes a novel, generation-based two-stage framework to train a fair FAC model on biased data without additional annotation. Initially, we identify the potential spurious attributes based on generative models. Notably, it enhances interpretability by explicitly showing the spurious attributes in image space. Following this, for each image, we first edit the spurious attributes with a random degree sampled from a uniform distribution, while keeping target attribute unchanged. Then we train a fair FAC model by fostering model invariance to these augmentation. Extensive experiments on three common datasets demonstrate the effectiveness of our method in promoting fairness in FAC without compromising accuracy. Codes are in https://github.com/heqianpei/DiGA.