#01Oct 19, 2026
cs.LG
Learning to Refer: Inference-Time Collaboration in Decentralized Federated Learning
Yuheng Ma, Chendi Wang, Qiong Zhang
In decentralized federated learning, heterogeneous clients may develop complementary expertise, yet each query is typically evaluated only by the client where it arrives. To exploit this distributed expertise without global coordination, we formulate inference-time collaboration as budgeted local expert referral, a graph-constrained routing process in which a query can move only between neighboring clients and only visited clients contribute to its final prediction. EdgeDRM implements this framework by learning a density-based routing potential for each client: differences between neighboring potentials provide the comparisons used to select successive referrals, while local task models generate predictions that are aggregated along the resulting route. Both training and inference are decentralized, using only neighbor-local information without a central router or graph-wide client scoring. We establish estimation guarantees for the learned comparisons and characterize how local improvement and graph structure govern prior-weighted density gains from referral. Experiments on benchmark and real-world medical data show that EdgeDRM outperforms graph-matched decentralized baselines in most settings, with the clearest benefits under sparse connectivity.
#02Oct 19, 2026
cs.LG
WeAct: Dynamic Weight Switching as Agent Actions
Rui Shi, Xunjian Yin, Jiacheng Sang and 2 more
Long-horizon agents must learn heterogeneous capabilities from interleaved trajectories. Updating shared parameters to learn new capabilities can degrade previously acquired ones, resulting in catastrophic forgetting. As a trajectory unfolds, different stages may require different capabilities, yet conventional joint training and static adapter merging maintain a fixed parameter configuration throughout execution. We introduce WeAct (Weight-level Internal Actions), which trains independent capability-specific LoRA adapters over a frozen backbone and adds adapter selection to the agent's action space. These internal actions use the model's native tool-calling interface for on-demand capability composition in a shared context. Across eight deep-research benchmarks, Qwen3-32B with WeAct improves average accuracy by 6.2% relative to full fine-tuning counterparts despite using less compute, and by 27.5% relative to the strongest static LoRA-merging method. WeAct also supports modular continual adaptation, by adding a new code computation adapter to expand the agent's capabilities and updating the existing writing adapter to improve report quality. Both updates leave the backbone and other adapters unchanged, supporting modular continual adaptation in agents.
#03Oct 19, 2026
stat.ME
High-dimensional covariate-assisted ranking
Yujia Liu, Yuanyuan Lin, Ruijian Han and 1 more
Ranking data in modern applications often involves covariate vectors whose dimension grows with the number of objects. Identifying relevant covariates and integrating them with item-specific utilities can yield better predictive performance. In this work, we study a Plackett--Luce model that incorporates both item-specific utilities and high-dimensional covariate effects. Under a sparsity assumption on the covariate coefficients, we establish a necessary and sufficient condition for identifiability in terms of the Kruskal rank of the restricted covariate design. We then propose an $\ell_1$-regularized maximum likelihood estimator for the covariate coefficients. Under suitable design and connectivity conditions, we establish the existence and uniqueness of the estimator with probability tending to one, as well as its uniform consistency. With an additional minimum-signal condition, we further establish exact support recovery. Our analysis combines a hypergraph-based chaining technique with a profile-likelihood perturbation analysis, yielding estimation rates that explicitly capture the effects of the comparison hypergraph's connectivity and the underlying sparsity level. Numerical experiments using synthetic data and a horse racing dataset corroborate our theoretical findings.
#04Oct 19, 2026
stat.ML
Cooperative Multi-Agent Reinforcement Learning for Market Making on Prediction-Market Order Books
Skander Lejmi
A market maker provides liquidity by quoting prices to buy and sell an asset, earning the spread while managing inventory risk. We study market makers trained with multi-agent reinforcement learning on prediction markets, specifically Polymarket, whose thin order books pose distinct challenges. Three challenges underpin this research: adverse selection may cause a policy trained on real data to stop quoting; the consequences of a quote can arrive many steps after the action; and prediction-market L2 data does not identify individual orders needed for simulation. We address these challenges by reconstructing order-level LOBSTER-format data from Polymarket and training agents in JaxMARL-HFT on 417 real markets. We enrich the baseline market maker's observation space with the book and recent flow, redesign its actions and inventory controls, and propose a cooperative multi-agent decomposition into a quoter and a risk manager trained using recurrent Independent Proximal Policy Optimisation (IPPO) with RNN policies. We investigate reward shaping, particularly reward blending and post-fill markout, to mitigate credit-assignment difficulties between the agents. Our redesigned single-agent market maker quotes more frequently and incurs smaller held-out losses than the retrained JaxMARL-HFT baseline, although the contributions of jointly changed observations, actions and risk constraints are not separately identified. Decomposition alone performs poorly; careful reward design substantially improves the desk relative to the unshaped split and yields our best result. Models are evaluated on realised end-of-episode portfolio value on held-out markets. None establishes positive average portfolio value in periodic held-out evaluation, and each configuration was trained with one seed. The environment, data and protocol lay a foundation for makers that quote many linked markets at once.
#05Oct 19, 2026
cs.LG
CAVA: Complementary-Label-Aware Data Valuation
Tan-Ha Mai, Hsuan-Tien Lin, Vu Nguyen
Complementary-label learning (CLL) trains a classifier from labels that name a class an instance does not belong to. Such labels are cheap to collect from crowdworkers or vision-language models (VLMs), making them attractive for large-scale annotation. However, both sources can mistakenly assign the true class as the complementary label. Such annotation errors are particularly harmful in CLL because the model is explicitly trained to suppress the correct answer. Optimal transport (OT) data valuation identifies harmful samples by comparing training data with a clean validation set, but transferring it directly to CLL creates a semantic mismatch: label $c$ means not class $c$ in the training but class $c$ in the validation. We show that this makes the OT label groups noisy mixtures whose behavior depends on the noise rate. The transferred score is informative only at sufficiently high noise, becomes uninformative at the crossover rate $1/M$ for $M$ classes, and reverses below it, where practical CLL annotation typically operates. We propose CAVA, which introduces a complementary label cost and a label margin that isolates the contribution of each complementary label to the transport potential. The margin keeps a consistent direction across noise rates, detects diagonal noise with a parameter-free threshold of closed-form precision, and allows detected samples to be recycled as ordinary-label supervision. On synthetic and human-annotated benchmarks, CAVA separates diagonal noise almost perfectly where directly transferred OT valuation performs worse than random. With only a fraction of the clean validation data, it also improves every CLL objective we evaluate, showing that OT-based valuation becomes reliable once the semantics of complementary supervision are modeled explicitly.