#01Oct 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.
#02Oct 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.
#03Oct 19, 2026
cs.LG
Two hidden layer suffice: the caterpillar net
Jakob Paul Zimmermann
Every continuous piecewise linear (CPWL) function is a finite signed sum of maxima of affine functions, making maximum representation a central problem in the study of the expressiveness of ReLU networks. A now-disproved conjecture predicted logarithmic depth for maxima. Inspired by the proof by Brunck et al. (2026) that two hidden layers suffice for general CPWL functions, we give the Caterpillar Net, a nonrecursive construction for the maximum of $N$ inputs with two hidden layers of widths $O(N^2)$ and $2^{O(N\log N)}$. The construction has a direct geometric interpretation.
#04Oct 19, 2026
cs.CL
MemT-1.0: Towards Memory-Native Evolution
Zhiyu Li, Zeyu Zhang, Linyun Liu and 71 more
Memory-native evolution requires making memory an intrinsic capability of foundation models, enabling them to continuously accumulate and utilize information. To this end, we introduce MemT-1.0, a new architecture of memory foundation models that internalize memory as part of model computation. Building on Metis, MemT-1.0 employs Gated DeltaNet-2 with a stable token-level memory update mechanism within each turn. We further introduce Mixture-of-Storage to scale native memory capacity. Following a deliberate backbone preparation, we develop a two-stage training pipeline consisting of continued pre-training and post-training, supported by 34B tokens of training data and efficient training and inference infrastructure. We release a model family comprising MemT-1.0-Nano and MemT-1.0-Flash, and conduct a comprehensive evaluation of memory and general capabilities. The results show that they outperform the parametric memory baselines on average and remain competitive with retrieval-augmented methods, while largely preserving general capabilities. At a history length of 128K tokens, MemT-1.0-Nano achieves approximately $1.86\times$ end-to-end inference speedup and a $66\times$ reduction in persistent storage relative to full context KV cache. By internalizing retrieved procedural experience, MemT-1.0 improves task success on agentic tasks, providing a practical step toward memory-native evolution.
#05Oct 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.