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David Salinas

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11 papers

2 author rows

TMLR Journal 2026 Journal Article

MixtureVitae: Open Web-Scale Pretraining Dataset With High Quality Instruction and Reasoning Data Built from Permissive-First Text Sources

Huu Nguyen
Victor May
Harsh Raj
Marianna Nezhurina
Yishan Wang
Yanqi Luo
Vu Minh Chien
Taishi Nakamura

We present MixtureVitae, an open‑access pretraining corpus built to minimize legal risk while providing strong downstream performance. MixtureVitae follows a permissive‑first, risk‑mitigated sourcing strategy that combines public‑domain and permissively licensed text (e.g., CC‑BY/Apache) with carefully justified low‑risk additions (e.g., government works and EU TDM‑eligible sources). MixtureVitae adopts a simple, single-stage pretraining recipe that integrates a large proportion of permissive synthetic instruction and reasoning data—signals typically introduced during post-training and generally scarce in permissive web corpora. We categorize all sources into a three-tier scheme that reflects varying risk levels and provide shard-level provenance metadata to enable risk-aware usage. In controlled experiments using the open‑sci‑ref training protocol (fixed architectures and hyperparameters; 50B and 300B token budgets across 130M–1.7B parameters), models trained on MixtureVitae consistently outperform other permissive datasets across a suite of standard benchmarks, and at the 1.7B-parameters/300B-tokens setting, they match FineWeb‑Edu and approach DCLM--demonstrating that the large fraction of reasoning and instruction data does not come at the cost of general-purpose language understanding. Performance is particularly strong on MMLU and on math and code benchmarks: a 1.7B model pretrained on 300B MixtureVitae tokens outperforms all strong non-permissive reference datasets and matches or exceeds smolLM2-Instruct, a strong 1.7B instruction‑tuned baseline on GSM8K, HumanEval, and MBPP, despite using over 36$\times$ fewer tokens (300B vs. $\approx$11T). Supported by a thorough decontamination analysis, these results show that permissive‑first data with high instruction and reasoning density, tiered by licensing and provenance-related risk, can provide a practical and risk-mitigated foundation for training capable LLMs, reducing reliance on broad web scrapes without sacrificing competitiveness. Dataset, source code for experiments reproduction and pre-trained models are available at https://github.com/ontocord/mixturevitae.

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NeurIPS Conference 2025 Conference Paper

EquiTabPFN: A Target-Permutation Equivariant Prior Fitted Network

Michael Arbel
David Salinas
Frank Hutter

Recent foundational models for tabular data, such as TabPFN, excel at adapting to new tasks via in-context learning but remain constrained to a fixed, pre-defined number of target dimensions—often necessitating costly ensembling strategies. We trace this constraint to a deeper architectural shortcoming: these models lack target-equivariance, so that permuting target-dimension orderings alters their predictions. This deficiency gives rise to an irreducible “equivariance gap, ” an error term that introduces instability in predictions. We eliminate this gap by designing a fully target-equivariant architecture—ensuring permutation invariance via equivariant encoders, decoders, and a bi-attention mechanism. Empirical evaluation on standard classification benchmarks shows that, on datasets with more classes than those seen during pre-training, our model matches or surpasses existing methods while incurring lower computational overhead.

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NeurIPS Conference 2025 Conference Paper

TabArena: A Living Benchmark for Machine Learning on Tabular Data

Nick Erickson
Lennart Purucker
Andrej Tschalzev
David Holzmüller
Prateek Desai
David Salinas
Frank Hutter

With the growing popularity of deep learning and foundation models for tabular data, the need for standardized and reliable benchmarks is higher than ever. However, current benchmarks are static. Their design is not updated even if flaws are discovered, model versions are updated, or new models are released. To address this, we introduce TabArena, the first continuously maintained living tabular benchmarking system. To launch TabArena, we manually curate a representative collection of datasets and well-implemented models, conduct a large-scale benchmarking study to initialize a public leaderboard, and assemble a team of experienced maintainers. Our results highlight the influence of validation method and ensembling of hyperparameter configurations to benchmark models at their full potential. While gradient-boosted trees are still strong contenders on practical tabular datasets, we observe that deep learning methods have caught up under larger time budgets with ensembling. At the same time, foundation models excel on smaller datasets. Finally, we show that ensembles across models advance the state-of-the-art in tabular machine learning. We observe that some deep learning models are overrepresented in cross-model ensembles due to validation set overfitting, and we encourage model developers to address this issue. We launch TabArena with a public leaderboard, reproducible code, and maintenance protocols to create a living benchmark available at https: //tabarena. ai.

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ICML Conference 2025 Conference Paper

Tuning LLM Judge Design Decisions for 1/1000 of the Cost

David Salinas
Omar Swelam
Frank Hutter

Evaluating Large Language Models (LLMs) often requires costly human annotations. To address this, LLM-based judges have been proposed, which compare the outputs of two LLMs enabling the ranking of models without human intervention. While several approaches have been proposed, many confounding factors are present between different papers. For instance the model, the prompt and other hyperparameters are typically changed at the same time making apple-to-apple comparisons challenging. In this paper, we propose to systematically analyze and tune the hyperparameters of LLM judges. To alleviate the high cost of evaluating a judge, we propose to leverage multi-objective multi-fidelity which allows to find judges that trades accuracy for cost and also reduce significantly the cost of the search. Our method identifies judges that not only outperform existing benchmarks in accuracy and cost-efficiency but also utilize open-weight models, ensuring greater accessibility and reproducibility.

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EWRL Workshop 2024 Workshop Paper

ARLBench: Flexible and Efficient Benchmarking for Hyperparameter Optimization in Reinforcement Learning

Jannis Becktepe
Julian Dierkes
Carolin Benjamins
Aditya Mohan
David Salinas
Raghu Rajan
Frank Hutter
Holger Hoos

Hyperparameters are a critical factor in reliably training well-performing reinforcement learning (RL) agents. Unfortunately, developing and evaluating automated approaches for tuning such hyperparameters is both costly and time-consuming. As a result, such approaches are often only evaluated on a single domain or algorithm, making comparisons difficult and limiting insights into their generalizability. We propose ARLBench, a benchmark for hyperparameter optimization (HPO) in RL that allows comparisons of diverse HPO approaches while being highly efficient in evaluation. To enable research into HPO in RL, even in settings with low compute resources, we select a representative subset of HPO tasks spanning a variety of algorithm and environment combinations. This selection allows for generating a performance profile of an automated RL (AutoRL) method using only a fraction of the compute previously necessary, enabling a broader range of researchers to work on HPO in RL. With the extensive and large-scale dataset on hyperparameter landscapes that our selection is based on, ARLBench is an efficient, flexible, and future-oriented foundation for research on AutoRL. Both the benchmark and the dataset are available at https: //github. com/automl/arlbench.

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ICML Conference 2023 Conference Paper

Optimizing Hyperparameters with Conformal Quantile Regression

David Salinas
Jacek Golebiowski
Aaron Klein
Matthias W. Seeger
Cédric Archambeau

Many state-of-the-art hyperparameter optimization (HPO) algorithms rely on model-based optimizers that learn surrogate models of the target function to guide the search. Gaussian processes are the de facto surrogate model due to their ability to capture uncertainty. However, they make strong assumptions about the observation noise, which might not be warranted in practice. In this work, we propose to leverage conformalized quantile regression which makes minimal assumptions about the observation noise and, as a result, models the target function in a more realistic and robust fashion which translates to quicker HPO convergence on empirical benchmarks. To apply our method in a multi-fidelity setting, we propose a simple, yet effective, technique that aggregates observed results across different resource levels and outperforms conventional methods across many empirical tasks.

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ICML Conference 2020 Conference Paper

A Quantile-based Approach for Hyperparameter Transfer Learning

David Salinas
Huibin Shen
Valerio Perrone

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such as tuning performance objectives of the same algorithm across multiple datasets. In this work, we introduce a novel approach to achieve transfer learning across different datasets as well as different objectives. The main idea is to regress the mapping from hyperparameter to objective quantiles with a semi-parametric Gaussian Copula distribution, which provides robustness against different scales or outliers that can occur in different tasks. We introduce two methods to leverage this estimation: a Thompson sampling strategy as well as a Gaussian Copula process using such quantile estimate as a prior. We show that these strategies can combine the estimation of multiple objectives such as latency and accuracy, steering the optimization toward faster predictions for the same level of accuracy. Experiments on an extensive set of hyperparameter tuning tasks demonstrate significant improvements over state-of-the-art methods for both hyperparameter optimization and neural architecture search.

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JMLR Journal 2020 Journal Article

GluonTS: Probabilistic and Neural Time Series Modeling in Python

Alexander Alexandrov
Konstantinos Benidis
Michael Bohlke-Schneider
Valentin Flunkert
Jan Gasthaus
Tim Januschowski
Danielle C. Maddix
Syama Rangapuram

We introduce the Gluon Time Series Toolkit (GluonTS), a Python library for deep learning based time series modeling for ubiquitous tasks, such as forecasting and anomaly detection. GluonTS simplifies the time series modeling pipeline by providing the necessary components and tools for quick model development, efficient experimentation and evaluation. In addition, it contains reference implementations of state-of-the-art time series models that enable simple benchmarking of new algorithms. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2020. ( edit, beta )

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JMLR Journal 2019 Journal Article

DataWig: Missing Value Imputation for Tables

Felix Biessmann
Tammo Rukat
Phillipp Schmidt
Prathik Naidu
Sebastian Schelter
Andrey Taptunov
Dustin Lange
David Salinas

With the growing importance of machine learning (ML) algorithms for practical applications, reducing data quality problems in ML pipelines has become a major focus of research. In many cases missing values can break data pipelines which makes completeness one of the most impactful data quality challenges. Current missing value imputation methods are focusing on numerical or categorical data and can be difficult to scale to datasets with millions of rows. We release DataWig, a robust and scalable approach for missing value imputation that can be applied to tables with heterogeneous data types, including unstructured text. DataWig combines deep learning feature extractors with automatic hyperparameter tuning. This enables users without a machine learning background, such as data engineers, to impute missing values with minimal effort in tables with more heterogeneous data types than supported in existing libraries, while requiring less glue code for feature engineering and offering more flexible modelling options. We demonstrate that DataWig compares favourably to existing imputation packages. Source code, documentation, and unit tests for this package are available at: https://github.com/awslabs/datawig [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2019. ( edit, beta )

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NeurIPS Conference 2019 Conference Paper

High-dimensional multivariate forecasting with low-rank Gaussian Copula Processes

David Salinas
Michael Bohlke-Schneider
Laurent Callot
Roberto Medico
Jan Gasthaus

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical difficulties of estimating time-varying and high-dimensional covariance matrices often limits existing methods to handling at most a few hundred dimensions or requires making strong assumptions on the dependence between series. We propose to combine an RNN-based time series model with a Gaussian copula process output model with a low-rank covariance structure to reduce the computational complexity and handle non-Gaussian marginal distributions. This permits to drastically reduce the number of parameters and consequently allows the modeling of time-varying correlations of thousands of time series. We show on several real-world datasets that our method provides significant accuracy improvements over state-of-the-art baselines and perform an ablation study analyzing the contributions of the different components of our model.

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NeurIPS Conference 2016 Conference Paper

Bayesian Intermittent Demand Forecasting for Large Inventories

Matthias Seeger
David Salinas
Valentin Flunkert

We present a scalable and robust Bayesian method for demand forecasting in the context of a large e-commerce platform, paying special attention to intermittent and bursty target statistics. Inference is approximated by the Newton-Raphson algorithm, reduced to linear-time Kalman smoothing, which allows us to operate on several orders of magnitude larger problems than previous related work. In a study on large real-world sales datasets, our method outperforms competing approaches on fast and medium moving items.

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