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We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if…

Optimization and Control · Mathematics 2017-05-23 Naijia Dong , David J. Eckman , Matthias Poloczek , Xueqi Zhao , Shane G. Henderson

Spurred by the enthusiasm surrounding the "Big Data" paradigm, the mathematical and algorithmic tools of online optimization have found widespread use in problems where the trade-off between data exploration and exploitation plays a…

Machine Learning · Computer Science 2018-04-18 E. Veronica Belmega , Panayotis Mertikopoulos , Romain Negrel , Luca Sanguinetti

There has been considerable growth and interest in industrial applications of machine learning (ML) in recent years. ML engineers, as a consequence, are in high demand across the industry, yet improving the efficiency of ML engineers…

Machine Learning · Computer Science 2020-05-05 Anh Truong , Austin Walters , Jeremy Goodsitt , Keegan Hines , C. Bayan Bruss , Reza Farivar

Machine learning algorithms have enabled computers to predict things by learning from previous data. The data storage and processing power are increasing rapidly, thus increasing machine learning and Artificial intelligence applications.…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-14 Muhammad Fahad Saleem

We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…

Machine Learning · Statistics 2014-05-27 Alexander Rakhlin , Karthik Sridharan

Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…

Artificial Intelligence · Computer Science 2012-06-18 Michael Bowling , Martin Zinkevich

This article provides convergence analysis of online stochastic gradient descent algorithms for functional linear models. Adopting the characterizations of the slope function regularity, the kernel space capacity, and the capacity of the…

Machine Learning · Statistics 2022-09-27 Xin Guo , Zheng-Chu Guo , Lei Shi

Online learning is a familiar problem setting within Machine-Learning in which data is presented serially in time to a learning agent, requiring it to progressively adapt within the constraints of the learning algorithm. More sophisticated…

Artificial Intelligence · Computer Science 2015-03-10 David Windridge

The era of huge data necessitates highly efficient machine learning algorithms. Many common machine learning algorithms, however, rely on computationally intensive subroutines that are prohibitively expensive on large datasets. Oftentimes,…

Machine Learning · Computer Science 2023-09-26 Mo Tiwari

This work proposes a way to align statistical modeling with decision making. We provide a method that propagates the uncertainty in predictive modeling to the uncertainty in operational cost, where operational cost is the amount spent by…

Machine Learning · Statistics 2015-03-19 Theja Tulabandhula , Cynthia Rudin

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

A learning algorithm based on primary school teaching and learning is presented. The methodology is to continuously evaluate a student and to give them training on the examples for which they repeatedly fail, until, they can correctly…

Artificial Intelligence · Computer Science 2010-12-14 Ninan Sajeeth Philip

The area of online machine learning in big data streams covers algorithms that are (1) distributed and (2) work from data streams with only a limited possibility to store past data. The first requirement mostly concerns software…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-19 András A. Benczúr , Levente Kocsis , Róbert Pálovics

We study the problem of smooth imitation learning for online sequence prediction, where the goal is to train a policy that can smoothly imitate demonstrated behavior in a dynamic and continuous environment in response to online, sequential…

Machine Learning · Computer Science 2016-06-06 Hoang M. Le , Andrew Kang , Yisong Yue , Peter Carr

This thesis rigorously studies fundamental reinforcement learning (RL) methods in modern practical considerations, including robust RL, distributional RL, and offline RL with neural function approximation. The thesis first prepares the…

Machine Learning · Computer Science 2022-03-04 Thanh Nguyen-Tang

The accuracy of machine learning systems is a widely studied research topic. Established techniques such as cross-validation predict the accuracy on unseen data of the classifier produced by applying a given learning method to a given…

Machine Learning · Computer Science 2012-12-06 J. E. Smith , P. Caleb-Solly , M. A. Tahir , D. Sannen , H. van-Brussel

The utilization of online stochastic algorithms is popular in large-scale learning settings due to their ability to compute updates on the fly, without the need to store and process data in large batches. When a constant step-size is used,…

Optimization and Control · Mathematics 2023-07-19 Stefan Vlaski , Elsa Rizk , Ali H. Sayed

Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…

Machine Learning · Statistics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier , Mohammad Emtiyaz Khan

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

This paper considers the recently popular beyond-worst-case algorithm analysis model which integrates machine-learned predictions with online algorithm design. We consider the online Steiner tree problem in this model for both directed and…

Machine Learning · Computer Science 2023-03-21 Chenyang Xu , Benjamin Moseley
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