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I've applied to several US grad schools for PhD math and one of my rejection letters stated that I can contact them regarding their decision. I would benefit from knowing whether their reason of rejection was something I can change (SOP, research experience, test scores etc.) in which case it might be worth applying again after improving those aspects of the application, as opposed to factors that I cannot improve on (past GPA, gap years, quality of past schools etc.).

Would it be okay for me to ask their feedback on this? One university has clearly stated that they do not provide feedback as part of their policy. Others haven't mentioned anything about this.

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I would definitely recommend asking. The worst they can do is ignore your email, or decline to give a reason. And I at least would deem a desire for self-improvement a positive trait in any prospective applicant, whether successful or not. An important thing to emphasize is that you accept their decision, and merely seek feedback to identify areas where you can improve your profile for future applications. I have done so for most of my unsuccessful applications, and found the feedback generally very useful for my career development.

That being said, mind that you should take any feedback you receive with a grain of salt. Unfortunately, many hiring officers might give you superficial reasons for rejection, as there might have been hidden factors influencing the decision that they will not tell you to avoid potential legal action on your part. These might include subjective decisions ("I just don't think this profile/background is very interesting"), token hiring calls ("We already know we want to hire person X without looking at other applicants."), or hidden equity objectives (as regrettably evidenced in the Harvard admissions scandal).

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I think you should avoid asking because some of these schools are potential future employers for post-doc positions, professorships, and other posts, and you don't want to come off as needy to them. Though it's probably unlikely that they'll remember you, I'd avoid it.

Moreover, some schools receive so many applications that I doubt that you'd receive constructive feedback from say a faculty member if you decide to ask. You would rather get feedback from some administrator.

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