Tao Chen

Bo Liu, Yuan Xie, Yuan Gao et al.

Sudoku is a representative constraint satisfaction problem that requires global structural reasoning under strict discrete constraints. The existing works of solving Sudoku mainly focus on two dominant approaches, i.e., traditional heuristic and deep learning solver. However, they suffer from two complementary limitations: learning-based solvers lack hard correctness guarantees, while complete symbolic solvers are still prone to long-tail search. To address these shortcomings, we propose a novel diffusion model-guided approach, termed as DiBS, for the branch selection search process. Specifically, DiBS keeps the symbolic solver complete and uses the diffusion model as a branch-ordering guide. The core method is ranking candidate values under the current partial assignment and lightweight consistency signal. Furthermore, we provide an in-depth theoretical proof to reveal how it works and why it works. Experiments on the challenging Royle 17-clue Sudoku benchmark show that our DiBS substantially reduces search cost relative to strong heuristic baselines, especially in nodes, backtracks, and long-tail percentiles. Besides, these results confirm that learned global guidance is effective on hard instances where branch-order mistakes are most expensive. All codes are available at https://github.com/shanxierdan/DiBS.

Tao Chen, Yexu Zhou, Zhi Gong et al.

Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences. Recent Prior-Data Fitted Networks (PFNs) suggest that synthetic tasks can be useful for learning transferable inference behavior. However, directly transferring this paradigm to time-series forecasting remains difficult, since temporal order, dynamic lags, and recurring historical patterns are not naturally captured by ordinary tabular priors. Motivated by this observation, we propose Trio, a sample-aware time-series forecasting architecture based on Temporal-Spatial-Sample attention. Temporal attention captures within-window dynamics, spatial attention models inter-variable dependencies, and sample attention retrieves relevant historical lookback-future pairs to guide the current prediction. Rather than claiming a fully general PFN-style forecaster, our goal is to study how historical input-output examples can be explicitly organized and reused within a forecasting model. We further introduce a Time-Series Structural Causal Model (TS-SCM) generator to create structured synthetic forecasting tasks with dynamic lags, cross-variable interactions, noise, feedback, and distributional drift. Experiments on synthetic, industrial, and public benchmarks show that the proposed architecture improves forecasting performance. Exploratory zero-shot experiments further suggest that TS-SCM-generated tasks may provide useful structural priors, while fully general PFN-style time-series forecasting remains an open problem.