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We propose a rigorous decomposition of predictive error, highlighting that not all 'irreducible' error is genuinely immutable. Many domains stand to benefit from iterative enhancements in measurement, construct validity, and modeling. Our…

Machine Learning · Computer Science 2025-02-12 Jiani Yan , Charles Rahal

We examine a stochastic formulation for data-driven optimization wherein the decision-maker is not privy to the true distribution, but has knowledge that it lies in some hypothesis set and possesses a historical data set, from which…

Optimization and Control · Mathematics 2023-09-21 Gar Goei Loke , Taozeng Zhu , Ruiting Zuo

Random projections (RP) are a popular tool for reducing dimensionality while preserving local geometry. In many applications the data set to be projected is given to us in advance, yet the current RP techniques do not make use of…

Machine Learning · Computer Science 2019-06-25 Nick Ryder , Zohar Karnin , Edo Liberty

We consider unidirectional data streams with restricted access, such as read-only and write-only streams. For read-write streams, we also introduce a new complexity measure called expansion, the ratio between the space used on the stream…

Data Structures and Algorithms · Computer Science 2014-07-21 Nathanaël François , Rahul Jain , Frederic Magniez

We present a streaming problem for which every adversarially-robust streaming algorithm must use polynomial space, while there exists a classical (oblivious) streaming algorithm that uses only polylogarithmic space. This is the first…

Data Structures and Algorithms · Computer Science 2021-02-18 Haim Kaplan , Yishay Mansour , Kobbi Nissim , Uri Stemmer

Stochastic optimization methods encounter new challenges in the realm of streaming, characterized by a continuous flow of large, high-dimensional data. While first-order methods, like stochastic gradient descent, are the natural choice,…

Statistics Theory · Mathematics 2024-02-02 Antoine Godichon-Baggioni , Nicklas Werge

With the increasing deployment of machine learning systems in practice, transparency and explainability have become serious issues. Contrastive explanations are considered to be useful and intuitive, in particular when it comes to…

Machine Learning · Computer Science 2021-01-05 André Artelt , Barbara Hammer

We present an algorithm for the decomposition of periodic financial return data into orthogonal factors of expected return and "systemic", "productive", and "nonproductive" risk. Generally, when the number of funds does not exceed the…

Portfolio Management · Quantitative Finance 2014-11-19 Vic Norton

Learning to see through data is central to contemporary forms of algorithmic knowledge production. While often represented as a mechanical application of rules, making algorithms work with data requires a great deal of situated work. This…

Human-Computer Interaction · Computer Science 2020-02-11 Samir Passi , Steven J. Jackson

We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone operations such as inexact or stochastic gradient computations…

Optimization and Control · Mathematics 2022-12-06 Kwangjun Ahn , Prateek Jain , Ziwei Ji , Satyen Kale , Praneeth Netrapalli , Gil I. Shamir

Inexact computing also referred to as approximate computing is a style of designing algorithms and computing systems wherein the accuracy of correctness of algorithms executing on them is deliberately traded for significant resource…

Data Structures and Algorithms · Computer Science 2023-05-31 John Augustine , Dror Fried , Krishna V. Palem , Duc-Hung Pham , Anshumali Shrivastava

In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…

Optimization and Control · Mathematics 2020-12-17 Daniel Luft , Volker H. Schulz , Kathrin Welker

We present a powerful general framework for designing data-dependent optimization algorithms, building upon and unifying recent techniques in adaptive regularization, optimistic gradient predictions, and problem-dependent randomization. We…

Machine Learning · Statistics 2015-10-14 Mehryar Mohri , Scott Yang

Recently, a new class of non-convex optimization problems motivated by the statistical problem of learning an acyclic directed graphical model from data has attracted significant interest. While existing work uses standard first-order…

Machine Learning · Computer Science 2023-07-03 Chang Deng , Kevin Bello , Bryon Aragam , Pradeep Ravikumar

Streams are infinite sequences over a given data type. A stream specification is a set of equations intended to define a stream. We propose a transformation from such a stream specification to a term rewriting system (TRS) in such a way…

Logic in Computer Science · Computer Science 2015-07-01 Hans H Zantema

Differential privacy enables organizations to collect accurate aggregates over sensitive data with strong, rigorous guarantees on individuals' privacy. Previous work has found that under differential privacy, computing multiple correlated…

Databases · Computer Science 2016-05-18 Ganzhao Yuan , Yin Yang , Zhenjie Zhang , Zhifeng Hao

Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

Applications · Statistics 2022-02-01 George V. Moustakides

We present a data-driven prescriptive framework for fair decisions, motivated by hiring. An employer evaluates a set of applicants based on their observable attributes. The goal is to hire the best candidates while avoiding bias with regard…

Econometrics · Economics 2022-06-22 Yinchu Zhu , Ilya O. Ryzhov

There is an emerging need for efficient solutions to stochastic AC Optimal Power Flow ({AC-}OPF) to ensure optimal and reliable grid operations in the presence of increasing demand and generation uncertainty. This paper presents a highly…

Systems and Control · Electrical Eng. & Systems 2020-06-11 Ilyes Mezghani , Sidhant Misra , Deepjyoti Deka

Improving data quality in unstructured documents is a long-standing challenge. Unstructured data, especially in textual form, inherently lacks defined semantics, which poses significant challenges for effective processing and for ensuring…

Databases · Computer Science 2025-02-26 Besat Kassaie , Frank Wm. Tompa
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