Reinforcement Learning with Continuous Actions Under Unmeasured Confounding

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially observable Markov decision processes (POMDPs) and assumes discrete action spaces, we advance this field by establishing a novel identification result to enable the nonparametric estimation of policy value for a given target policy under an infinite-horizon framework. Leveraging this identification, we develop a minimax estimator and introduce a policy-gradient-based algorithm to identify the in-class optimal policy that maximizes the estimated policy value. Furthermore, we provide theoretical results regarding the consistency, finite-sample error bound, and regret bound of the resulting optimal policy. Extensive simulations and a real-world application using the German Family Panel data demonstrate the effectiveness of our proposed methodology.

Global Group Fairness in Federated Learning via Function Tracking

We investigate group fairness regularizers in federated learning, aiming to train a globally fair model in a distributed setting. Ensuring global fairness in distributed training presents unique challenges, as fairness regularizers typically involve probability metrics between distributions across all clients and are not naturally separable by client. To address this, we introduce a function-tracking scheme for the global fairness regularizer based on a Maximum Mean Discrepancy (MMD), which incurs a small communication overhead. This scheme seamlessly integrates into most federated learning algorithms while preserving rigorous convergence guarantees, as demonstrated in the context of FedAvg. Additionally, when enforcing differential privacy, the kernel-based MMD regularization enables straightforward analysis through a change of kernel, leveraging an intuitive interpretation of kernel convolution. Numerical experiments confirm our theoretical insights.

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted considerable attention from researchers, who have proposed a wide range of methods based on various backbones. However, the evaluation of the area often exhibits three systemic limitations: 1. Failure to account for the full spectrum of stock movement patterns observed in dynamic financial markets. (Diversity Gap), 2. The absence of unified assessment protocols undermines the validity of cross-study performance comparisons. (Standardization Deficit), and 3. Neglect of critical market structure factors, resulting in inflated performance metrics that lack practical applicability. (Real-World Mismatch). Addressing these limitations, we propose FinTSB, a comprehensive and practical benchmark for financial time series forecasting (FinTSF). To increase the variety, we categorize movement patterns into four specific parts, tokenize and pre-process the data, and assess the data quality based on some sequence characteristics. To eliminate biases due to different evaluation settings, we standardize the metrics across three dimensions and build a user-friendly, lightweight pipeline incorporating methods from various backbones. To accurately simulate real-world trading scenarios and facilitate practical implementation, we extensively model various regulatory constraints, including transaction fees, among others. Finally, we conduct extensive experiments on FinTSB, highlighting key insights to guide model selection under varying market conditions. Overall, FinTSB provides researchers with a novel and comprehensive platform for improving and evaluating FinTSF methods. The code is available at https://github.com/TongjiFinLab/FinTSBenchmark.

MPO: An Efficient Post-Processing Framework for Mixing Diverse Preference Alignment

Reinforcement Learning from Human Feedback (RLHF) has shown promise in aligning large language models (LLMs). Yet its reliance on a singular reward model often overlooks the diversity of human preferences. Recent approaches address this limitation by leveraging multi-dimensional feedback to fine-tune corresponding reward models and train LLMs using reinforcement learning. However, the process is costly and unstable, especially given the competing and heterogeneous nature of human preferences. In this paper, we propose Mixing Preference Optimization (MPO), a post-processing framework for aggregating single-objective policies as an alternative to both multi-objective RLHF (MORLHF) and MaxMin-RLHF. MPO avoids alignment from scratch. Instead, it log-linearly combines existing policies into a unified one with the weight of each policy computed via a batch stochastic mirror descent. Empirical results demonstrate that MPO achieves balanced performance across diverse preferences, outperforming or matching existing models with significantly reduced computational costs.

Few-Shot Adaptation of Training-Free Foundation Model for 3D Medical Image Segmentation

Vision foundation models have achieved remarkable progress across various image analysis tasks. In the image segmentation task, foundation models like the Segment Anything Model (SAM) enable generalizable zero-shot segmentation through user-provided prompts. However, SAM primarily trained on natural images, lacks the domain-specific expertise of medical imaging. This limitation poses challenges when applying SAM to medical image segmentation, including the need for extensive fine-tuning on specialized medical datasets and a dependency on manual prompts, which are both labor-intensive and require intervention from medical experts. This work introduces the Few-shot Adaptation of Training-frEe SAM (FATE-SAM), a novel method designed to adapt the advanced Segment Anything Model 2 (SAM2) for 3D medical image segmentation. FATE-SAM reassembles pre-trained modules of SAM2 to enable few-shot adaptation, leveraging a small number of support examples to capture anatomical knowledge and perform prompt-free segmentation, without requiring model fine-tuning. To handle the volumetric nature of medical images, we incorporate a Volumetric Consistency mechanism that enhances spatial coherence across 3D slices. We evaluate FATE-SAM on multiple medical imaging datasets and compare it with supervised learning methods, zero-shot SAM approaches, and fine-tuned medical SAM methods. Results show that FATE-SAM delivers robust and accurate segmentation while eliminating the need for large annotated datasets and expert intervention. FATE-SAM provides a practical, efficient solution for medical image segmentation, making it more accessible for clinical applications.

Causal Invariance Learning via Efficient Optimization of a Nonconvex Objective

Data from multiple environments offer valuable opportunities to uncover causal relationships among variables. Leveraging the assumption that the causal outcome model remains invariant across heterogeneous environments, state-of-the-art methods attempt to identify causal outcome models by learning invariant prediction models and rely on exhaustive searches over all (exponentially many) covariate subsets. These approaches present two major challenges: 1) determining the conditions under which the invariant prediction model aligns with the causal outcome model, and 2) devising computationally efficient causal discovery algorithms that scale polynomially, instead of exponentially, with the number of covariates. To address both challenges, we focus on the additive intervention regime and propose nearly necessary and sufficient conditions for ensuring that the invariant prediction model matches the causal outcome model. Exploiting the essentially necessary identifiability conditions, we introduce Negative Weight Distributionally Robust Optimization (NegDRO), a nonconvex continuous minimax optimization whose global optimizer recovers the causal outcome model. Unlike standard group DRO problems that maximize over the simplex, NegDRO allows negative weights on environment losses, which break the convexity. Despite its nonconvexity, we demonstrate that a standard gradient method converges to the causal outcome model, and we establish the convergence rate with respect to the sample size and the number of iterations. Our algorithm avoids exhaustive search, making it scalable especially when the number of covariates is large. The numerical results further validate the efficiency of the proposed method.

Multi-modal and Multi-scale Spatial Environment Understanding for Immersive Visual Text-to-Speech

Visual Text-to-Speech (VTTS) aims to take the environmental image as the prompt to synthesize the reverberant speech for the spoken content. The challenge of this task lies in understanding the spatial environment from the image. Many attempts have been made to extract global spatial visual information from the RGB space of an spatial image. However, local and depth image information are crucial for understanding the spatial environment, which previous works have ignored. To address the issues, we propose a novel multi-modal and multi-scale spatial environment understanding scheme to achieve immersive VTTS, termed M2SE-VTTS. The multi-modal aims to take both the RGB and Depth spaces of the spatial image to learn more comprehensive spatial information, and the multi-scale seeks to model the local and global spatial knowledge simultaneously. Specifically, we first split the RGB and Depth images into patches and adopt the Gemini-generated environment captions to guide the local spatial understanding. After that, the multi-modal and multi-scale features are integrated by the local-aware global spatial understanding. In this way, M2SE-VTTS effectively models the interactions between local and global spatial contexts in the multi-modal spatial environment. Objective and subjective evaluations suggest that our model outperforms the advanced baselines in environmental speech generation. The code and audio samples are available at: https://github.com/AI-S2-Lab/M2SE-VTTS.

Emphasis Rendering for Conversational Text-to-Speech with Multi-modal Multi-scale Context Modeling

Conversational Text-to-Speech (CTTS) aims to accurately express an utterance with the appropriate style within a conversational setting, which attracts more attention nowadays. While recognizing the significance of the CTTS task, prior studies have not thoroughly investigated speech emphasis expression, which is essential for conveying the underlying intention and attitude in human-machine interaction scenarios, due to the scarcity of conversational emphasis datasets and the difficulty in context understanding. In this paper, we propose a novel Emphasis Rendering scheme for the CTTS model, termed ER-CTTS, that includes two main components: 1) we simultaneously take into account textual and acoustic contexts, with both global and local semantic modeling to understand the conversation context comprehensively; 2) we deeply integrate multi-modal and multi-scale context to learn the influence of context on the emphasis expression of the current utterance. Finally, the inferred emphasis feature is fed into the neural speech synthesizer to generate conversational speech. To address data scarcity, we create emphasis intensity annotations on the existing conversational dataset (DailyTalk). Both objective and subjective evaluations suggest that our model outperforms the baseline models in emphasis rendering within a conversational setting. The code and audio samples are available at https://github.com/CodeStoreTTS/ER-CTTS.

TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting

Non-stationarity poses significant challenges for multivariate time series forecasting due to the inherent short-term fluctuations and long-term trends that can lead to spurious regressions or obscure essential long-term relationships. Most existing methods either eliminate or retain non-stationarity without adequately addressing its distinct impacts on short-term and long-term modeling. Eliminating non-stationarity is essential for avoiding spurious regressions and capturing local dependencies in short-term modeling, while preserving it is crucial for revealing long-term cointegration across variates. In this paper, we propose TimeBridge, a novel framework designed to bridge the gap between non-stationarity and dependency modeling in long-term time series forecasting. By segmenting input series into smaller patches, TimeBridge applies Integrated Attention to mitigate short-term non-stationarity and capture stable dependencies within each variate, while Cointegrated Attention preserves non-stationarity to model long-term cointegration across variates. Extensive experiments show that TimeBridge consistently achieves state-of-the-art performance in both short-term and long-term forecasting. Additionally, TimeBridge demonstrates exceptional performance in financial forecasting on the CSI 500 and S&P 500 indices, further validating its robustness and effectiveness. Code is available at \url{https://github.com/Hank0626/TimeBridge}.

Landscape of Policy Optimization for Finite Horizon MDPs with General State and Action

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization imposes significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon Markov Decision Processes (MDPs) with general state and action spaces, we develop a framework that provides a set of easily verifiable assumptions to ensure the Kurdyka-Lojasiewicz (KL) condition of the policy optimization. Leveraging the KL condition, policy gradient methods converge to the globally optimal policy with a non-asymptomatic rate despite nonconvexity. Our results find applications in various control and operations models, including entropy-regularized tabular MDPs, Linear Quadratic Regulator (LQR) problems, stochastic inventory models, and stochastic cash balance problems, for which we show an $\epsilon$-optimal policy can be obtained using a sample size in $\tilde{\mathcal{O}}(\epsilon^{-1})$ and polynomial in terms of the planning horizon by stochastic policy gradient methods. Our result establishes the first sample complexity for multi-period inventory systems with Markov-modulated demands and stochastic cash balance problems in the literature.