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VERITAS: Verifier-Guided Proof Search for Zero-Shot Formal Theorem Proving

arXiv:2606.19399v1 Announce Type: cross Abstract: LLM-based formal provers often collapse rich verifier signals (syntax errors, type mismatches, partial goal progress) into a binary pass/fail bit. We present VERITAS, a zero-shot framework that routes every verifier signal back into proof search through a two-phase protocol: Best-of-N sampling first, then a critic-guided MCTS pass that ingests Phase 1 failures as explicit negative examples. The protocol preserves every theorem solved by its own Phase 1 sweep, so Phase 2's additional solves are attributable to feedback-driven exploration. VERITAS reaches 40.6% on miniF2F (vs. an independently run Best-of-5 at 36.9%, Portfolio 26.2%) and 7.3% on VERITAS-CombiBench, a 55-theorem combinatorics benchmark we release on which Best-of-5 (1.8%) falls below Portfolio (3.6%), exposing that unguided sampling hurts when correct lemma names must be recovered iteratively from verifier feedback. Artifacts are available on GitHub.

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.

Characterization of Gaussian Universality Breakdown in High-Dimensional Empirical Risk Minimization

arXiv:2604.03146v3 Announce Type: replace-cross Abstract: We study high-dimensional convex empirical risk minimization (ERM) under general non-Gaussian data designs. By heuristically extending the Convex Gaussian Min-Max Theorem (CGMT) to non-Gaussian settings, we derive an asymptotic min-max characterization of key statistics, enabling approximation of the mean $\mu_{\hat{\theta}}$ and covariance $C_{\hat{\theta}}$ of the ERM estimator $\hat{\theta}$. Specifically, under a concentration assumption on the data matrix and standard regularity conditions on the loss and regularizer, we show that for a test covariate $x$ independent of the training data, the projection $\hat{\theta}^\top x$ approximately follows the convolution of the generally non-Gaussian distribution of $\mu_{\hat{\theta}}^\top x$ with an independent centered Gaussian variable of variance $\mathrm{tr}(C_{\hat{\theta}} \mathbb{E}[xx^\top])$. This result clarifies the scope and limits of Gaussian universality for ERMs. Additionally, we prove that any $\mathcal{C}^2$ regularizer is asymptotically equivalent to a quadratic form determined solely by its Hessian at zero and gradient at $\mu_{\hat{\theta}}$. Numerical simulations across diverse losses and models are provided to validate our theoretical predictions and qualitative insights.