#01Nov 5, 2026
cs.LG
Test-Time Self-Play: Scaling without a Verifier
Akira Yoshiyama, Akmal Ashirmatov, Jonas Hübotter and 2 more
Test-time scaling methods spend additional compute at deployment to improve a large language model's performance on a hard target problem. Most methods rely on a verifier that scores candidate solutions for correctness, using it to select among or refine the model's outputs. In many deployment regimes, however, a strong verifier on the target problem is unavailable. We introduce Test-Time Self-Play (TTSP), an approach to test-time scaling using asymmetric self-play without reliance on a verifier. On a difficulty-calibrated subset of LiveCodeBench v6, TTSP is the best-performing method at every verifier strength we evaluate, and the gap to the strongest baseline widens as the verifier weakens; in the no-verifier limit, TTSP yields a 35\% absolute improvement in mean@8. The gains hold across a range of verifier strengths, except when the base policy has near-zero coverage of the correct answer.
#02Nov 5, 2026
q-fin.ST
Neural Realized Measures: Forecast-Supervised Intraday Aggregation for Volatility Forecasting
Brian Sing Fan Chan, Jennifer So Kuen Chan
High-frequency volatility forecasting typically separates measurement from prediction: intraday observations are first compressed into a daily realized measure using a fixed aggregation rule, and the resulting statistic is then passed to a forecasting model. This conventional pipeline therefore treats measure construction as forecast-agnostic preprocessing. We ask whether the aggregation stage itself can instead be learned from the downstream forecasting objective while preserving the statistical structure of established realized measures. We propose Neural Realized Measures (NRM), a primitive-preserving, forecast-supervised aggregation framework that retains the original measure-specific intraday contributions but replaces uniform aggregation with positive, mean-normalized context-dependent weights. Uniform weights exactly recover the corresponding raw realized measure (RRM), so the classical construction is nested as a special case. Because NRM remains an explicit weighted sum of established primitive contributions, it also retains direct bar-level attribution. Across SF, HAR, and MIDAS forecasting specifications, NRM is evaluated against corresponding RRM specifications under controlled comparisons. In Heston simulations, NRM reduces RMSE for both contemporaneous and next-day latent integrated variance across all evaluated primitive--regime combinations. On six cryptocurrencies using five-minute data, NRM improves QLIKE in all 54 paired out-of-sample comparisons, with mean gains of 7.23\%, 8.15\%, and 9.22\% under SF, HAR, and MIDAS, respectively. Validation-selected NRM specifications also achieve the lowest mean QLIKE across the six assets among the evaluated approaches. Ablation and SHAP analyses reveal systematic time-of-day and nonlinear local-context effects in the learned allocation.
#03Nov 5, 2026
stat.ME
Changepoint localization via nested exchangeability tests: from point estimates to confidence intervals
Rohan Hore, Aaditya Ramdas
We study distribution-free uncertainty quantification for a changepoint estimate in an offline setting. We observe a sequence with a single changepoint and are given an estimate of its location. The pre- and post-change segments are independent and each consists of i.i.d. (or, more generally, exchangeable) observations from arbitrary and unknown distributions. We introduce Changepoint LOcalization via Nested Exchangeability testing (CLONE), a novel method for constructing distribution-free confidence intervals around that estimate by testing exchangeability in nested windows centered at the reference estimate. Under these assumptions, CLONE provides finite-sample coverage for any black-box reference estimator. Using a geometrically shrinking radius grid, CLONE requires only $O(log n)$ permutation tests. We characterize optimal scores for the framework and provide practical recommendations that result in sharp confidence intervals. Under mild assumptions, CLONE confidence intervals have asymptotically vanishing normalized length. Simulations and experiments on image and text data support our theoretical findings.
#04Nov 5, 2026
cs.AI
Robust Ranking of Port Impacts from Impending Tropical Cyclones: A Two-Stage Recommendation System
Chenchen Kuai, Shixuan Tang, Chaolun Ma and 4 more
When a tropical cyclone (TC) threatens several ports, preparedness planning depends on anticipating which ports are likely to be affected and where disruptions may last longest. Limited historical observations at individual ports and uncertainty in landfall location make these relative impacts difficult to estimate. We use a two-stage recommendation framework that first selects candidate ports based on their proximity to the expected landfall location and then ranks them by their estimated number of impact days. Using AIS-derived impact days for 37 ports and 31 TCs in the Gulf of Mexico study region, we compare three ways of representing port--cyclone interactions: pairwise feature interactions, tree-based feature combinations, and explicit feature crosses combined with learned embeddings. In tests on Hurricanes Nicole and Ian, the retrieval stage consistently identifies all observed affected ports under landfall uncertainty. Among the ranking models, Wide & Deep Learning achieves the closest agreement with the observed port rankings. Its mean ranking agreement exceeds that of the distance-based baseline by 85.5% for Nicole and 55.5% for Ian and is less sensitive to uncertainty in the landfall location. These rankings could help port authorities prioritize post-cyclone inspections and allocate recovery resources across ports threatened by the same event.
#05Nov 5, 2026
cs.LG
When Scores Conflict with Preferences: Pre-Alignment Diagnosis and Adaptive Correction of Constraint Drift in DPO
Ping Liu, Yan Yan
Direct Preference Optimization (DPO) is increasingly used in settings where pairwise preferences coexist with pointwise criteria such as response length, answer correctness, or safety scores. When the two disagree, standard DPO treats pairs whose preferred output scores worse on the pointwise criterion (conflict pairs) in the same way as the remaining (matching) pairs. We characterize a systematic failure mode, constraint drift: for sufficiently small updates, conflict pairs tend to increase constraint cost while matching pairs tend to repair it, and the net change depends on their balance. This balance yields a closed-form pre-alignment diagnostic, $ρ^{*}_{\mathrm{eq}}$, computable from dataset statistics, that indicates whether a dataset is self-correcting or requires intervention. Building on this diagnostic, we propose Conflict-aware DPO (CoDPO), which down-weights conflict pairs with a strength set from $ρ^{*}_{\mathrm{eq}}$ rather than tuned, and adds an adaptive margin shift that addresses residual drift during training. Empirically, drift grows monotonically with conflict exposure on the conflict-dominated domains, and the intervention decision given by $ρ^{*}_{\mathrm{eq}}$ matches the observed drift on every domain, including one that it identifies as self-correcting. On all four domains of the main comparison, CoDPO reduces drift while largely preserving the preference learning of vanilla DPO. Compared with hard filtering and recent constrained and multi-objective baselines, CoDPO also achieves a more favorable drift-preference trade-off.