Related papers: Switching between Hidden Markov Models using Fixed…
Mixtures of Experts combine the outputs of several "expert" networks, each of which specializes in a different part of the input space. This is achieved by training a "gating" network that maps each input to a distribution over the experts.…
When users can benefit from certain predictive outcomes, they may be prone to act to achieve those outcome, e.g., by strategically modifying their features. The goal in strategic classification is therefore to train predictive models that…
We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted…
Federated learning is an emerging distributed machine learning framework aiming at protecting data privacy. Data heterogeneity is one of the core challenges in federated learning, which could severely degrade the convergence rate and…
Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…
While federated learning is promising for privacy-preserving collaborative learning without revealing local data, it remains vulnerable to white-box attacks and struggles to adapt to heterogeneous clients. Federated distillation (FD), built…
Conformal prediction is a widely used method to quantify the uncertainty of a classifier under the assumption of exchangeability (e.g., IID data). We generalize conformal prediction to the Hidden Markov Model (HMM) framework where the…
Many high-stake decisions follow an expert-in-loop structure in that a human operator receives recommendations from an algorithm but is the ultimate decision maker. Hence, the algorithm's recommendation may differ from the actual decision…
This paper proposes a novel learning method for a mixture of recurrent neural network (RNN) experts model, which can acquire the ability to generate desired sequences by dynamically switching between experts. Our method is based on maximum…
We show how Markov mixed membership models (MMMM) can be used to predict the degradation of assets. We model the degradation path of individual assets, to predict overall failure rates. Instead of a separate distribution for each hidden…
Static regret to a single expert is often the wrong target for strictly online prediction under non-stationarity, where the best expert may switch repeatedly over time. We study Policy-Controlled Generalized Share (PCGS), a general strictly…
This paper addresses the problem of distributed learning of average belief with sequential observations, in which a network of $n>1$ agents aim to reach a consensus on the average value of their beliefs, by exchanging information only with…
This paper investigates the problem of ensembling multiple strategies for sequential portfolios to outperform individual strategies in terms of long-term wealth. Due to the uncertainty of strategies' performances in the future market, which…
When a large feedforward neural network is trained on a small training set, it typically performs poorly on held-out test data. This "overfitting" is greatly reduced by randomly omitting half of the feature detectors on each training case.…
Our goal is to provide a review of deep learning methods which provide insight into structured high-dimensional data. Rather than using shallow additive architectures common to most statistical models, deep learning uses layers of…
When solving optimization problems with black-box approaches, the algorithms gather valuable information about the problem instance during the optimization process. This information is used to adjust the distributions from which new…
Knowledge acquisition and exchange are generally crucial yet costly for both businesses and individuals, especially when the knowledge concerns various areas. Question Answering Communities offer an opportunity for sharing knowledge at a…
We address the problem of sequential prediction with expert advice in a non-stationary environment with long-term memory guarantees in the sense of Bousquet and Warmuth [4]. We give a linear-time algorithm that improves on the best known…
Mixture-of-Experts (MoE) models improve the scalability of large language models (LLMs) by activating only a small subset of relevant experts per input. However, the sheer number of expert networks in an MoE model introduces a significant…
Open-ended worlds are those in which there are no pre-specified goals or environmental reward signal. As a consequence, an agent must know how to perform a multitude of tasks. However, when a new task is presented to an agent, we expect it…