Statistics & Machine Learning Reading Group

Carnegie Mellon University

About

Welcome! We are a group of faculty, postdocs and PhD students located at Carnegie Mellon University, broadly interested in research at the intersection of Statistics and Machine Learning.

Schedule for Fall 2026

Tuesdays, 12-1pm · GHC 4405
1 Sep
Statistical Viewpoint for Shapley Value Estimation
Shapley values and related probabilistic values provide a flexible model-agnostic framework for attributing the behavior of a black-box system to data points, features, or other components, with a wide range of applications from model explanation and data valuation to credit assignment and compensation. Their practical use, however, is limited by a fundamental computational challenge: exact evaluation requires considering exponentially many coalitions, while even a single coalition evaluation may involve expensive model training or inference. In this talk, I will present a unified first-order perspective on Monte Carlo estimation of probabilistic values. Although existing estimators are motivated by seemingly different strategies, many share a common error structure that reveals how coalition sampling and surrogate modeling jointly determine statistical efficiency. This perspective leads to an Efficiency-Aware Surrogate-adjusted Estimator (EASE) that directly minimizes an explicit first-order approximation to the mean squared error. We demonstrate that EASE consistently improves estimation accuracy compared to existing estimators under the same utility-evaluation budget.
8 Sep
Do Language Models Need Sleep?
Transformer-based large language models are increasingly used for long-horizon tasks. Solving such tasks requires persistent memory rather than simply relying on an expensive and ever-growing context window. In this talk, I'll present our recent work on a sleep-like consolidation mechanism in which a model periodically converts recent context into persistent fast weights before clearing its key-value cache. During "sleep", the model performs N offline recurrent passes over the accumulated context and updates the fast weights in its state-space model blocks. We show that increasing sleep duration N for our models improves performance, with the largest gains on examples that require deeper reasoning.
15 Sep
Tensor Programs V: Tuning Large Neural Networks via Zero-Shot Hyperparameter Transfer
Hyperparameter (HP) tuning in deep learning is an expensive process, prohibitively so for neural networks (NNs) with billions of parameters. We show that, in the recently discovered Maximal Update Parametrization (muP), many optimal HPs remain stable even as model size changes. This leads to a new HP tuning paradigm we call muTransfer: parametrize the target model in muP, tune the HP indirectly on a smaller model, and zero-shot transfer them to the full-sized model, i.e., without directly tuning the latter at all. We verify muTransfer on Transformer and ResNet. For example, 1) by transferring pretraining HPs from a model of 13M parameters, we outperform published numbers of BERT-large (350M parameters), with a total tuning cost equivalent to pretraining BERT-large once; 2) by transferring from 40M parameters, we outperform published numbers of the 6.7B GPT-3 model, with tuning cost only 7% of total pretraining cost. A Pytorch implementation of our technique can be found at this http URL and installable via `pip install mup`.
29 Sep
Minimax Estimation of Velocity Fields from Snapshots and Trajectories
Repeated snapshots of an evolving population reveal its marginal distributions at recorded times without identifying individual particle motion. A velocity field describes the local evolution of these distributions and permits interpolation at unobserved times. We study the tangent velocity field, defined as the compatible field of minimum instantaneous kinetic energy. For snapshots consisting of \(N\) fresh independent samples at each of \(M\) regularly spaced observation times, we establish the minimax estimation rate and construct a quadratic estimator that attains it. The rate is the larger of two terms: a temporal-grid term depending only on \(M\), reflecting the evolution left unobserved between observation times, and a statistical term depending on the total number \(MN\) of independent samples. We also establish an estimator-level counterpart of the classical convergence of rescaled optimal transport displacements to the tangent velocity field: a local semi-dual velocity estimator converges to the quadratic estimator in the small-displacement limit. For the trajectory experiment, which observes the same \(N\) particles at all \(M\) times along paths generated by the tangent velocity field, we derive the corresponding minimax rate. Neither experiment uniformly dominates across allocations \((M,N)\), while trajectories achieve a strictly faster rate when each experiment optimizes its allocation under a common recorded-position budget \(MN=\mathsf B\). We demonstrate a practical implementation that allows choosing any potential sieve whose functions and gradients can be evaluated at the observed positions. We select tuning parameters by cross-validation and use numerical examples to illustrate the two-term structure of the snapshot rate.
6 Oct
Online Prediction Intervals with Prior Knowledge: A Conformal Approach for Time Series
13 Oct
Fall break
20 Oct
Late-Stage Patching Full-Attention Transformers to Gated DeltaNets
Model architectures are usually treated as fixed once pretraining is complete. This talk examines how pretrained transformers with full attention can instead be adapted into more efficient hybrid models without starting training over. Earlier conversion methods restore performance on short contexts but leave substantial gaps in long-context reasoning and retrieval. A recovery process combining representation alignment, off-policy distillation, and extended on-policy distillation addresses these gaps at a small fraction of the original pretraining cost. The results suggest that architectural decisions can remain open to revision well into a model’s training lifecycle.
27 Oct
Wasserstein Least Squares
We perform a mathematical and statistical analysis of the Wasserstein least squares problem, a regression method for vector-valued covariates and distribution-valued responses. Our proposal contrasts with other distributional regression methods by having a direct interpretation in terms of random variables, as a nonparametric analogue of the classic random-effects model. On the mathematical side, we use a strategy of Lavenant (2024) to show that Wasserstein least squares is the canonical extension of Euclidean least squares to the space of probability distributions from the perspective of convex analysis; this viewpoint gives rise to multimarginal and dual formulations of the Wasserstein least squares problem, extending a similar theory for Wasserstein barycenters. We perform a statistical analysis of the Wasserstein least squares problem under the template deformation model, showing, surprisingly, that estimation is possible at the n^{-1/2} rate. As a special case, we obtain improved rates of estimation for Wasserstein barycenters, which are an exponential improvement over those established by Ahidar-Coutrix, Le Gouic and Paris (2020). Finally, we propose a heuristic particle method for Wasserstein least squares and use it to conduct a novel analysis of large-scale demographic data from the RAND Health and Retirement Study.
4 Nov
Up next
Learning Convex Bodies in High Dimensions: Asymptotic vs. Non-Asymptotic
Wednesday, 12-1pm, GHC 4405
How do rates for learning convex bodies depend on dimension, accuracy, and the underlying measure? We will discuss learning and approximation under Gaussian and non-Gaussian measures, their connections to log-concave density estimation, and the distinction between asymptotic rates and non-asymptotic behavior. A central theme is that these perspectives can lead to surprisingly different conclusions. While the cube admits much faster asymptotic approximation than the Euclidean ball in a fixed dimension, their relative difficulty can reverse in high dimensions at fixed accuracy. We will present a rigorous example under relative volume error: the ball admits polytope approximations with sub-exponentially many vertices in the dimension, whereas the cube requires exponentially many. This contrast illustrates how asymptotic rates can give an incomplete picture of high-dimensional representation complexity. Along the way, we will discuss surprising phenomena and a range of open problems connecting convex geometry, probability, and statistical estimation. The talk will be accessible to a broad audience and will not require any prior background. Based on joint work with Yegor Gorodzha (ETH Zürich) and Steven Hoehner (Longwood University).
24 Nov
Title to be announced
1 Dec
Title to be announced

Browse past talks

Joining

Anyone at CMU is welcome to attend. To join the mailing list, to volunteer to present, or to be added to the people page, email one of the organizers.

Organizers

Eric Chen and Tomas Gonzalez are organizing the group for the 2026–2027 academic year.