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Authors: Jon Schneider ×
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01.
arXiv (CS.CL) 2026-06-12

Agents' Last Exam

Recent AI systems have achieved strong results on a wide range of benchmarks, yet these gains have not translated into economically meaningful deployment across many professional domains. We argue that this gap is largely an evaluation problem: widely used benchmarks lack sustained performance measurement on real and economically valuable workflows. This paper introduces Agents' Last Exam (ALE), a benchmark designed to evaluate AI agents on long horizon, economically valuable, real world tasks with verifiable outcomes. Developed in collaboration with 250+ industry experts, ALE covers non-physical industries defined with reference to O*NET / SOC 2018 (the U.S. federal occupational taxonomy). It is organized around a task taxonomy with 55 sub fields grouped into 13 industry clusters covering 1K+ tasks. Current results show that the hardest tier remains far from saturated: across mainstream harness and backbone configurations, the average full pass rate is below 1%. ALE is designed as a living benchmark: its task pool grows continuously as new workflows and industries are onboarded. More broadly, ALE is intended not merely as another leaderboard, but as an instrument for closing the gap between benchmark success and GDP relevant impact.

02.
arXiv (CS.LG) 2026-06-18

Toward Simultaneously Optimal Regret in U-Calibration

arXiv:2606.18527v1 Announce Type: cross Abstract: U-calibration studies online forecasting algorithms whose predictions can be consumed by any unknown downstream agent, guaranteeing sublinear regret simultaneously for all proper loss functions. Existing U-calibration algorithms achieve worst-case optimal $O(\sqrt{T})$ regret for every bounded proper loss, but they fail to adapt to easier losses: as we show, even for smooth losses such as squared loss, they incur $\Omega(\sqrt{T})$ regret instead of the optimal $O(\log T)$ regret. In this work, we show that this limitation is not inherent. Specifically, we design a single forecast algorithm that simultaneously achieves $\tilde O(\sqrt{T})$ regret for every bounded proper loss and $O(\log T)$ regret for every bounded smooth proper loss. More generally, our algorithm also attains logarithmic regret for losses that are smooth relative to the log-barrier, which include several non-Lipschitz examples. Our approach is based on a novel variant of Follow-the-Perturbed-Leader (FTPL) in which perturbations are applied directly in the prediction space using self-concordant noise. The resulting analysis also departs substantially from prior FTPL analyses due to the complex nature of this noise and may be of independent interest.