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In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of \cite{gibbs2021adaptive}. For any given point-prediction algorithm, their method (ACI) produces a conformal prediction set with an average…

Statistics Theory · Mathematics 2025-11-24 Pierre Humbert , Ulysse Gazin , Ruth Heller , Etienne Roquain

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…

Machine Learning · Computer Science 2019-10-31 Hamid Shayestehmanesh , Sajjad Azami , Nishant A. Mehta

We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…

Machine Learning · Computer Science 2025-10-15 Isaac Gibbs , Ryan J. Tibshirani

The method of defensive forecasting is applied to the problem of prediction with expert advice for binary outcomes. It turns out that defensive forecasting is not only competitive with the Aggregating Algorithm but also handles the case of…

Machine Learning · Computer Science 2007-08-13 Vladimir Vovk

Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…

Machine Learning · Computer Science 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

Online imitation learning (IL) is an algorithmic framework that leverages interactions with expert policies for efficient policy optimization. Here policies are optimized by performing online learning on a sequence of loss functions that…

Machine Learning · Computer Science 2021-02-23 Xinyan Yan , Byron Boots , Ching-An Cheng

Designing online algorithms with machine learning predictions is a recent technique beyond the worst-case paradigm for various practically relevant online problems (scheduling, caching, clustering, ski rental, etc.). While most previous…

Data Structures and Algorithms · Computer Science 2023-12-25 Enikő Kevi , Kim-Thang Nguyen

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

Data Structures and Algorithms · Computer Science 2020-11-20 Yuval Emek , Shay Kutten , Yangguang Shi

We consider the problem of sequential decision making under uncertainty in which the loss caused by a decision depends on the following binary observation. In competitive on-line learning, the goal is to design decision algorithms that are…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret…

Machine Learning · Computer Science 2020-02-11 Shiyin Lu , Lijun Zhang

We study the problem of online binary classification where strategic agents can manipulate their observable features in predefined ways, modeled by a manipulation graph, in order to receive a positive classification. We show this setting…

Machine Learning · Computer Science 2024-06-26 Saba Ahmadi , Avrim Blum , Kunhe Yang

In many real life situations, including job and loan applications, gatekeepers must make justified and fair real-time decisions about a person's fitness for a particular opportunity. In this paper, we aim to accomplish approximate group…

Machine Learning · Computer Science 2021-05-26 Yi Sun , Ivan Ramirez , Alfredo Cuesta-Infante , Kalyan Veeramachaneni

We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…

Machine Learning · Computer Science 2018-05-23 Vidya Muthukumar , Mitas Ray , Anant Sahai , Peter L. Bartlett

We introduce the $\texttt{$k$-experts}$ problem - a generalization of the classic Prediction with Expert's Advice framework. Unlike the classic version, where the learner selects exactly one expert from a pool of $N$ experts at each round,…

Information Theory · Computer Science 2022-02-18 Samrat Mukhopadhyay , Sourav Sahoo , Abhishek Sinha

Decision support systems for classification tasks are predominantly designed to predict the value of the ground truth labels. However, since their predictions are not perfect, these systems also need to make human experts understand when…

Machine Learning · Computer Science 2024-07-17 Eleni Straitouri , Manuel Gomez Rodriguez

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

Aiming to overcome some of the limitations of worst-case analysis, the recently proposed framework of "algorithms with predictions" allows algorithms to be augmented with a (possibly erroneous) machine-learned prediction that they can use…

Computer Science and Game Theory · Computer Science 2024-03-28 Eric Balkanski , Vasilis Gkatzelis , Xizhi Tan , Cherlin Zhu

This paper shows how universal learning can be achieved with expert advice. To this aim, we specify an experts algorithm with the following characteristics: (a) it uses only feedback from the actions actually chosen (bandit setup), (b) it…

Machine Learning · Computer Science 2007-05-23 Jan Poland , Marcus Hutter

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen