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This paper studies an online learning problem that seeks optimal testing policies for a stream of subjects, each of whom can be evaluated through a sequence of candidate tests drawn from a common pool. We refer to this problem as the Online…

Machine Learning · Computer Science 2025-09-05 Qiyuan Chen , Raed Al Kontar

We consider a variant of online convex optimization in which both the instances (input vectors) and the comparator (weight vector) are unconstrained. We exploit a natural scale invariance symmetry in our unconstrained setting: the…

Machine Learning · Computer Science 2017-08-24 Wojciech Kotłowski

Thompson sampling has emerged as an effective heuristic for a broad range of online decision problems. In its basic form, the algorithm requires computing and sampling from a posterior distribution over models, which is tractable only for…

Machine Learning · Statistics 2023-04-26 Xiuyuan Lu , Benjamin Van Roy

Thompson sampling is an algorithm for online decision problems where actions are taken sequentially in a manner that must balance between exploiting what is known to maximize immediate performance and investing to accumulate new information…

Machine Learning · Computer Science 2020-07-16 Daniel Russo , Benjamin Van Roy , Abbas Kazerouni , Ian Osband , Zheng Wen

We use the exact finite sample likelihood and statistical decision theory to answer questions of ``why?'' and ``what should you have done?'' using data from randomized experiments and a utility function that prioritizes safety over…

Econometrics · Economics 2024-07-26 Neil Christy , A. E. Kowalski

In online interval scheduling, the input is an online sequence of intervals, and the goal is to accept a maximum number of non-overlapping intervals. In the more general disjoint path allocation problem, the input is a sequence of requests,…

Data Structures and Algorithms · Computer Science 2025-01-24 Joan Boyar , Lene M. Favrholdt , Shahin Kamali , Kim S. Larsen

Abstraction and realization are bilateral processes that are key in deriving intelligence and creativity. In many domains, the two processes are approached through rules: high-level principles that reveal invariances within similar yet…

Machine Learning · Computer Science 2018-03-13 Haizi Yu , Tianxi Li , Lav R. Varshney

While there exists a large amount of literature on the general challenges of and best practices for trustworthy online A/B testing, there are limited studies on sample size estimation, which plays a crucial role in trustworthy and efficient…

Methodology · Statistics 2023-08-21 Jing Zhou , Jiannan Lu , Anas Shallah

During deliberation processes, mediators and facilitators typically need to select a small and representative set of opinions later used to produce digestible reports for stakeholders. In online deliberation platforms, algorithmic selection…

Computers and Society · Computer Science 2026-02-18 Salim Hafid , Manon Berriche , Jean-Philippe Cointet

Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…

Methodology · Statistics 2014-12-10 J. Lee , Y. Fan , S. A. Sisson

This paper characterizes optimal classification when individuals adjust their behavior in response to the classification rule. We model the interaction between a designer and a population as a Stackelberg game: the designer selects a…

Computer Science and Game Theory · Computer Science 2026-01-16 Elizabeth Maggie Penn , John W. Patty

We investigate the problem of online collaborative filtering under no-repetition constraints, whereby users need to be served content in an online fashion and a given user cannot be recommended the same content item more than once. We start…

Machine Learning · Computer Science 2024-10-23 Stephen Pasteris , Fabio Vitale , Mark Herbster , Claudio Gentile , Andre' Panisson

Consider a sequence of $n$ independent random variables with a common continuous distribution $F$, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be…

Probability · Mathematics 2016-08-02 Alessandro Arlotto , Vinh V. Nguyen , J. Michael Steele

Assume $k$ candidates need to be selected. The candidates appear over time. Each time one appears, it must be immediately selected or rejected -- a decision that is made by a group of individuals through voting. Assume the voters use…

Computer Science and Game Theory · Computer Science 2022-05-09 Virginie Do , Matthieu Hervouin , Jérôme Lang , Piotr Skowron

We consider the problem of online allocation (matching, budgeted allocations, and assortments) of reusable resources where an adversarial sequence of resource requests is revealed over time and any allocated resource is used/rented for a…

Data Structures and Algorithms · Computer Science 2024-09-17 Vineet Goyal , Garud Iyengar , Rajan Udwani

Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then…

Machine Learning · Statistics 2017-11-28 Vincent Zhao , Steven W. Zucker

We uncover a fairly general principle in online learning: If regret can be (approximately) expressed as a function of certain "sufficient statistics" for the data sequence, then there exists a special Burkholder function that 1) can be used…

Machine Learning · Computer Science 2018-03-22 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

When artificial neural networks have demonstrated exceptional practical success in a variety of domains, investigations into their theoretical characteristics, such as their approximation power, statistical properties, and generalization…

Machine Learning · Statistics 2023-10-06 Shijin Gong , Xinyu Zhang

The model selection procedure is usually a single-criterion decision making in which we select the model that maximizes a specific metric in a specific set, such as the Validation set performance. We claim this is very naive and can perform…

Machine Learning · Computer Science 2022-07-15 Felipe Costa Farias , Teresa Bernarda Ludermir , Carmelo José Albanez Bastos-Filho