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Trajectory optimizers for model-based reinforcement learning, such as the Cross-Entropy Method (CEM), can yield compelling results even in high-dimensional control tasks and sparse-reward environments. However, their sampling inefficiency…

We introduce Ensemble Rejection Sampling, a scheme for exact simulation from the posterior distribution of the latent states of a class of non-linear non-Gaussian state-space models. Ensemble Rejection Sampling relies on a proposal for the…

Computation · Statistics 2020-01-28 George Deligiannidis , Arnaud Doucet , Sylvain Rubenthaler

Many real-world classification tasks require predicting multiple labels per instance, necessitating the optimization of complex evaluation metrics such as the $F$-measure and Jaccard index. While the Empirical Utility Maximization (EUM)…

Machine Learning · Computer Science 2026-05-28 Mehryar Mohri , Yutao Zhong

Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is…

Methodology · Statistics 2021-11-30 Donghui Yan , Zhiwei Qin , Songxiang Gu , Haiping Xu , Ming Shao

Two-phase sampling is commonly adopted for reducing cost and improving estimation efficiency. In many two-phase studies, the outcome and some cheap covariates are observed for a large sample in Phase I, and expensive covariates are obtained…

Methodology · Statistics 2025-10-14 Qingning Zhou , Kin Yau Wong

Entropy minimization (EM) is frequently used to increase the accuracy of classification models when they're faced with new data at test time. EM is a self-supervised learning method that optimizes classifiers to assign even higher…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Ori Press , Ravid Shwartz-Ziv , Yann LeCun , Matthias Bethge

Empirical risk minimization (ERM) is ubiquitous in machine learning and underlies most supervised learning methods. While there has been a large body of work on algorithms for various ERM problems, the exact computational complexity of ERM…

Computational Complexity · Computer Science 2017-04-11 Arturs Backurs , Piotr Indyk , Ludwig Schmidt

We present an extension of Vapnik's classical empirical risk minimizer (ERM) where the empirical risk is replaced by a median-of-means (MOM) estimator, the new estimators are called MOM minimizers. While ERM is sensitive to corruption of…

Statistics Theory · Mathematics 2018-08-10 Guillaume Lecué , Matthieu Lerasle , Timothée Mathieu

Mixed linear regression involves the recovery of two (or more) unknown vectors from unlabeled linear measurements; that is, where each sample comes from exactly one of the vectors, but we do not know which one. It is a classic problem, and…

Machine Learning · Statistics 2014-02-10 Xinyang Yi , Constantine Caramanis , Sujay Sanghavi

We analyze the sample complexity of learning from multiple experiments where the experimenter has a total budget for obtaining samples. In this problem, the learner should choose a hypothesis that performs well with respect to multiple…

Machine Learning · Computer Science 2019-07-16 Longyun Guo , Jean Honorio , John Morgan

Multi-stage optimization under uncertainty techniques can be used to solve long-term management problems. Although many optimization modeling language extensions as well as computational environments have been proposed, the acceptance of…

Optimization and Control · Mathematics 2014-04-24 Ronald Hochreiter

The growing availability of observational databases like electronic health records (EHR) provides unprecedented opportunities for secondary use of such data in biomedical research. However, these data can be error-prone and need to be…

Methodology · Statistics 2024-05-28 Sarah C. Lotspeich , Gustavo G. C. Amorim , Pamela A. Shaw , Ran Tao , Bryan E. Shepherd

As foundation models continue to scale, the size of trained models grows exponentially, presenting significant challenges for their evaluation. Current evaluation practices involve curating increasingly large datasets to assess the…

Machine Learning · Statistics 2025-05-08 Ganghua Wang , Zhaorun Chen , Bo Li , Haifeng Xu

Industrial systems such as recommender systems and online advertising, have been widely equipped with multi-stage architectures, which are divided into several cascaded modules, including matching, pre-ranking, ranking and re-ranking. As a…

The so-called matrix-element method (MEM) has long been used successfully as a classification tool in particle physics searches. In the presence of invisible final state particles, the traditional MEM typically assigns probabilities to an…

High Energy Physics - Phenomenology · Physics 2019-08-26 Stefan von Buddenbrock , Olivier Mattelaer , Michael Spannowsky

The literature on "benign overfitting" in overparameterized models has been mostly restricted to regression or binary classification; however, modern machine learning operates in the multiclass setting. Motivated by this discrepancy, we…

Machine Learning · Statistics 2023-07-13 Ke Wang , Vidya Muthukumar , Christos Thrampoulidis

Empirical risk minimization can lead to poor generalization behavior on unseen environments if the learned model does not capture invariant feature representations. Invariant risk minimization (IRM) is a recent proposal for discovering…

Machine Learning · Computer Science 2023-10-24 Francesco Alesiani , Shujian Yu , Mathias Niepert

We study the problem of invariant learning when the environment labels are unknown. We focus on the invariant representation notion when the Bayes optimal conditional label distribution is the same across different environments. Previous…

Machine Learning · Computer Science 2022-08-09 Aayush Mishra , Anqi Liu

We study a variant of Collaborative PAC Learning, in which we aim to learn an accurate classifier for each of the $n$ data distributions, while minimizing the number of samples drawn from them in total. Unlike in the usual collaborative…

Machine Learning · Computer Science 2024-05-24 Yuyang Deng , Mingda Qiao

Classification models for electroencephalogram (EEG) data show a large decrease in performance when evaluated on unseen test sub jects. We reduce this performance decrease using new regularization techniques during model training. We…

Machine Learning · Computer Science 2023-10-16 Niklas Smedemark-Margulies , Ye Wang , Toshiaki Koike-Akino , Jing Liu , Kieran Parsons , Yunus Bicer , Deniz Erdogmus
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