#01Nov 12, 2026
cs.CY
Scalable Conversational Assessment: Chat-Based Exams with a Two-Agent LLM Pipeline
Geoffrey Challen, Craig Zilles
Oral exams are compelling because (1) students can be asked to provide their reasoning for an answer and (2) their interactive nature permits follow-up questions to resolve ambiguous answers. But oral exams scale poorly. In this paper, we present scalable conversational assessment, an LLM-based system that conducts interactive text-based conversations with students to assess their ability to make and support an argument. We use a two-agent architecture to separate concerns and reduce the likelihood that answers are leaked to the student: the interviewer interacts directly with the student, but only receives guidance about the next question to ask the student; the hidden evaluator knows the goals of the whole activity, tracks the student's progress using a rubric, and guides the interviewer on when to follow-up on the current question or proceed to the next question. The system was first tested using a collection of simulated students with LLM personas of a particular ability level or adversarial tactic (e.g., answer-extractors, prompt-injectors, confident fabricators). A novel element of this evaluation was that it required the use of a fictional assessment topic to prevent personas that shouldn't have information from using knowledge present in the LLM's pre-training. The system was also deployed in a small, elective AI literacy course in both formative and summative contexts. Through manual and post-facto AI review of the transcripts we identified opportunities to improve the follow-up question generation and ensure that grading only credited ideas that the student (and not the interviewer) contributed.
#02Nov 12, 2026
cs.CV
FLEX-LBP: Learning Local Binary Patterns with Exact Binary Inference for Texture Classification
Mohamed Alimoussa, Amal El Kaid
Local Binary Patterns (LBP) remain among the most widely used texture descriptors, from industrial inspection to medical imaging. Yet their radius, sampling angles, color transform and thresholds are fixed by hand for each dataset. We present FLEX-LBP, which learns these parameters by backpropagation while every forward pass computes exact binary codes and hard histogram counts. A straight-through estimator acts only in the backward pass, so the deployed descriptor is an interpretable hard-binary LBP with 90 learnable parameters and unchanged inference cost. In a controlled ablation on six color texture benchmarks, the component worth learning is dataset-dependent. One configuration, applied unchanged everywhere, learns the geometry and thresholds with the color transform frozen. It improves the nearest-neighbor accuracy of the identical fixed descriptor by 3.55 points on average over five seeds, significantly on five of six benchmarks and never significantly worse. With a linear discriminant readout, it gains 0.9 points; the fully learned descriptor gains 2.7 and has the highest mean. FLEX-LBP is more accurate than five classical LBP-family descriptors, PCANet and a neural LBP on five of six benchmarks. Its mean nearest-neighbor accuracy exceeds that of frozen ImageNet ResNet-50 features (23.5 million parameters). On the Kather colorectal cancer histology benchmark, the fully learned descriptor reaches 93.8%, significantly above the best classical descriptor (Completed LBP, 92.8%). The learned radii adapt in directions that recur across seeds. Noise drowns single-pixel comparisons and illuminant change flips inter-channel ones; median sampling or gray-world normalization restores 96-97%. The code is available as a drop-in PyTorch layer at https://github.com/medalimoussa/FLEX-LBP.
#03Nov 12, 2026
cs.DS
Combinatorial Bernoulli Factories with Polynomially Many Coins
Renato Paes Leme, Rad Niazadeh
We provide an efficient implementation of combinatorial Bernoulli factories. Such a factory turns coins of unknown biases $x$ into a random vertex of a polytope $P$ whose mean is exactly $x$. For every affine slice of the cube (the class of polytopes that admit a factory), we give a single algorithm whose expected number of coin flips and running time at every interior $x$ are polynomial in the dimension and in $1/{δ_*}$, where ${δ_*}=\min_i\{x_i,1-x_i\}$ is never supplied to the algorithm. For perfect matchings this gives $O(n^{8}{δ_*}^{-2}\log(n/{δ_*}))$ flips, while the factory of Niazadeh, Paes Leme, and Schneider [STOC 2021] spends at least $n^{2n-1}$ flips in expectation at the uniform doubly stochastic matrix. For other polytopes, our method rounds exactly given a point deep inside $P$ and the promise that $x$ is far from the boundary of $P$.
#04Nov 12, 2026
math.ST
Linear Regression with Self-Selection Bias in Polynomial Time
Felix Zhou
We revisit the problem of estimating $k$ linear regressors with self-selection bias in $n$ dimensions up to error $\varepsilon$ with the maximum self-selection criterion, as introduced by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [CDIZ23, STOC]. Our main result is a $\mathrm{poly}(n,k,1/\varepsilon)$ time algorithm for the unknown-index variant of this problem, thereby improving upon the running times of the best known algorithms due to Gaitonde and Mossel [GM24] and Kalavasis, Mehrotra, and Zhou [KMZ26, COLT] with exponential dependence on $k$. Our algorithm succeeds in the presence of correlated noise between regressors, which captures the related setting of max-affine regression. Consequently, we also give the first polynomial-time algorithm for this problem, improving on the prior works of Ghosh, Pananjady, Guntuboyina, and Ramchandran [GPGR22, IEEE Transactions on Information Theory] and Gaitonde and Mossel [GM24] with exponential dependence on $k$. Prior works exhaustively search over a $k$-dimensional subspace spanned by the regressors, using conditional moments of the response to test candidates. In contrast, our algorithm is driven by an improved understanding of the moments of the covariates. We show that, restricting to observations with large response values, the degree-$(\log n)$ Hermite moment of the covariates approximately decomposes as a sum of tensor powers of the regressors. The first step of our algorithm can be viewed as a tensor decomposition algorithm for these implicitly represented high-order tensors, which outputs unit vectors parallel to the regressors. A secondary step based on a simple variant of ordinary least squares extracts estimates for the regressors given these unit vectors. We believe our analytic insight and algorithmic components may have applications to designing efficient algorithms for other latent-variable problems.
#05Nov 12, 2026
cs.LG
Introducing Feedback Delays to Non-Delayed Adversarial MDPs: Optimal $\sqrt S$ and $\sqrt K$ Dependencies in Tabular and Linear AMDPs
Aarush Kulkarni, Khang Nguyen, William Chang and 1 more
We study regret minimization in episodic Adversarial Markov Decision Processes (AMDPs) with unknown transitions and bandit feedback. In tabular AMDPs with $S$ states, $A$ actions, and horizon $H$, the best known $K$-episode regret is $\tilde O(HS\sqrt{AK})$, whose $\sqrt S$ gap to the $Ω(H\sqrt{SAK})$ lower bound has long remained open. In linear AMDPs with $d$-dimensional features, after a five-year line of improvements starting from $K^{14/15}$, computationally efficient algorithms without a simulator or exploratory assumptions still only attain $\tilde O(K^{3/4})$ regret. A common challenge in both settings is to estimate the Q-function of a changing policy: past data comes from earlier policies that differ from (and are correlated with) the current one, while freezing the policy for future episodes worsens the dependency on $K$. We instead propose a general technique called introduced feedback delays: we estimate the Q-function of the policy using future episodes while still updating the policy, as if the feedback were delayed. While feedback delays are usually an obstacle imposed by the environment, here they are introduced voluntarily and, perhaps surprisingly, come at no extra cost. We develop Geometric Resampling with Rejection (GRR) to account for policy changes during the delay, and threshold the visitation probabilities to avoid long delays on rarely visited state-action pairs. With this unified technique, our policy optimization algorithms achieve, with high probability, $\tilde O(\text{poly}(H)\sqrt{SAK})$ regret in tabular AMDPs, resolving the open problem; and $\tilde O(\text{poly}(d,H)\sqrt K)$ regret in linear AMDPs, giving the first efficient algorithm optimal in $K$. They also naturally extend to delayed AMDPs with a total feedback delay $\mathfrak D$, yielding the first bounds optimal in $S$ and $\mathfrak D$ (tabular) and in $K$ and $\mathfrak D$ (linear).