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We investigate the in-context learning capabilities of transformers for the $d$-dimensional mixture of linear regression model, providing theoretical insights into their existence, generalization bounds, and training dynamics. Specifically,…

Machine Learning · Statistics 2025-02-11 Yanhao Jin , Krishnakumar Balasubramanian , Lifeng Lai

Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…

Econometrics · Economics 2025-12-10 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas

In-context learning has been recognized as a key factor in the success of Large Language Models (LLMs). It refers to the model's ability to learn patterns on the fly from provided in-context examples in the prompt during inference. Previous…

Machine Learning · Computer Science 2025-03-04 Bo Chen , Xiaoyu Li , Yingyu Liang , Zhenmei Shi , Zhao Song

Large autoregressive models like Transformers can solve tasks through in-context learning (ICL) without learning new weights, suggesting avenues for efficiently solving new tasks. For many tasks, e.g., linear regression, the data…

Machine Learning · Computer Science 2025-06-17 Sarthak Mittal , Eric Elmoznino , Leo Gagnon , Sangnie Bhardwaj , Tom Marty , Dhanya Sridhar , Guillaume Lajoie

Pre-trained transformers are able to learn from examples provided as part of the prompt without any weight updates, a remarkable ability known as in-context learning (ICL). Despite its demonstrated efficacy across various domains, the…

Machine Learning · Computer Science 2026-05-07 Alexander Hsu , Zhaiming Shen , Wenjing Liao , Rongjie Lai

Some autoregressive models exhibit in-context learning capabilities: being able to learn as an input sequence is processed, without undergoing any parameter changes, and without being explicitly trained to do so. The origins of this…

Although transformers have demonstrated impressive capabilities for in-context learning (ICL) in practice, theoretical understanding of the underlying mechanism that allows transformers to perform ICL is still in its infancy. This work aims…

Machine Learning · Computer Science 2025-05-30 Wei Shen , Ruida Zhou , Jing Yang , Cong Shen

Many papers on high-dimensional statistics have proposed methods for variable selection and inference in linear regression models by relying explicitly or implicitly on the assumption that all regressors are exogenous. However, applications…

Methodology · Statistics 2019-01-11 Gautam Sabnis , Yves Atchadé , Prosper Dovonon

In order to understand the in-context learning phenomenon, recent works have adopted a stylized experimental framework and demonstrated that Transformers can learn gradient-based learning algorithms for various classes of real-valued…

Machine Learning · Computer Science 2023-10-05 Satwik Bhattamishra , Arkil Patel , Phil Blunsom , Varun Kanade

While large language models based on the transformer architecture have demonstrated remarkable in-context learning (ICL) capabilities, understandings of such capabilities are still in an early stage, where existing theory and mechanistic…

Machine Learning · Computer Science 2023-10-17 Tianyu Guo , Wei Hu , Song Mei , Huan Wang , Caiming Xiong , Silvio Savarese , Yu Bai

In-context learning (ICL) allows Transformers to adapt to novel tasks without weight updates, yet the underlying algorithms remain poorly understood. We adopt a statistical decision-theoretic perspective by investigating simple binary…

Machine Learning · Computer Science 2026-03-13 Faris Chaudhry , Siddhant Gadkari

Transformers excel at in-context learning (ICL) -- learning from demonstrations without parameter updates -- but how they do so remains a mystery. Recent work suggests that Transformers may internally run Gradient Descent (GD), a…

Machine Learning · Computer Science 2024-11-19 Deqing Fu , Tian-Qi Chen , Robin Jia , Vatsal Sharan

Large language models are capable of in-context learning, the ability to perform new tasks at test time using a handful of input-output examples, without parameter updates. We develop a universal approximation theory to elucidate how…

Machine Learning · Computer Science 2025-08-29 Gen Li , Yuchen Jiao , Yu Huang , Yuting Wei , Yuxin Chen

In-context learning (ICL) of large language models has proven to be a surprisingly effective method of learning a new task from only a few demonstrative examples. In this paper, we study the efficacy of ICL from the viewpoint of statistical…

Machine Learning · Statistics 2024-10-03 Juno Kim , Tai Nakamaki , Taiji Suzuki

Recent work has shown that Transformers can perform in-context learning for linear regression under restrictive assumptions, including i.i.d. data, Gaussian noise, and Gaussian regression coefficients. However, real-world data often violate…

Machine Learning · Computer Science 2026-03-20 Hoang T. H. Cao , Hai D. V. Trinh , Tho Quan , Lan V. Truong

Encoder transformer models compress information from all tokens in a sequence into a single [CLS] token to represent global context. This approach risks diluting fine-grained or hierarchical features, leading to information loss in…

Computation and Language · Computer Science 2025-09-23 Asif Shahriar , Rifat Shahriyar , M Saifur Rahman

We investigate the ability of transformers to perform in-context reinforcement learning (ICRL), where a model must infer and execute learning algorithms from trajectory data without parameter updates. We show that a linear self-attention…

Machine Learning · Statistics 2026-05-08 Haodong Liang , Lifeng Lai

Treatment effect heterogeneity with respect to covariates is common in instrumental variable (IV) analyses. An intuitive approach, which we call the interacted two-stage least squares (2sls), is to postulate a working linear model of the…

Methodology · Statistics 2026-03-03 Anqi Zhao , Peng Ding , Fan Li

Transformers have achieved great success across a wide range of applications, yet the theoretical foundations underlying their success remain largely unexplored. To demystify the strong capacities of transformers applied to versatile…

Machine Learning · Computer Science 2026-03-25 Chenyang Zhang , Qingyue Zhao , Quanquan Gu , Yuan Cao

We investigate the transformer's capability to simulate the training process of deep models via in-context learning (ICL), i.e., in-context deep learning. Our key contribution is providing a positive example of using a transformer to train…

Machine Learning · Computer Science 2025-04-15 Weimin Wu , Maojiang Su , Jerry Yao-Chieh Hu , Zhao Song , Han Liu