Related papers: Learning Certifiably Optimal Rule Lists for Catego…
Data cleaning is a long-standing challenge in data management. While powerful logic and statistical algorithms have been developed to detect and repair data errors in tables, existing algorithms predominantly rely on domain-experts to first…
Decision trees and randomized forests are widely used in computer vision and machine learning. Standard algorithms for decision tree induction optimize the split functions one node at a time according to some splitting criteria. This greedy…
We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…
As the use of autonomous robots expands in tasks that are complex and challenging to model, the demand for robust data-driven control methods that can certify safety and stability in uncertain conditions is increasing. However, the…
We consider the online convex optimization problem. In the setting of arbitrary sequences and finite set of parameters, we establish a new fast-rate quantile regret bound. Then we investigate the optimization into the L1-ball by…
Derivative-free optimization algorithms play an important role in scientific and engineering design optimization problems, especially when derivative information is not accessible. In this paper, we study the framework of sequential…
This article will devise data-driven, mathematical laws that generate optimal, statistical classification systems which achieve minimum error rates for data distributions with unchanging statistics. Thereby, I will design learning machines…
Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…
With the rise of the digital economy and an explosion of available information about consumers, effective personalization of goods and services has become a core business focus for companies to improve revenues and maintain a competitive…
Sparse decision tree optimization has been one of the most fundamental problems in AI since its inception and is a challenge at the core of interpretable machine learning. Sparse decision tree optimization is computationally hard, and…
We study conditional risk minimization (CRM), i.e. the problem of learning a hypothesis of minimal risk for prediction at the next step of sequentially arriving dependent data. Despite it being a fundamental problem, successful learning in…
In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…
The topic of learning to solve optimization problems has received interest from both the operations research and machine learning communities. In this work, we combine techniques from both fields to address the problem of learning to…
Datasets can be biased due to societal inequities, human biases, under-representation of minorities, etc. Our goal is to certify that models produced by a learning algorithm are pointwise-robust to potential dataset biases. This is a…
The field of Contextual Optimization (CO) integrates machine learning and optimization to solve decision making problems under uncertainty. Recently, a risk sensitive variant of CO, known as Conditional Robust Optimization (CRO), combines…
Learning theory has traditionally followed a model-centric approach, focusing on designing optimal algorithms for a fixed natural learning task (e.g., linear classification or regression). In this paper, we adopt a complementary…
We propose a novel algorithm for efficiently computing a sparse directed adjacency matrix from a group of time series following a causal graph process. Our solution is scalable for both dense and sparse graphs and automatically selects the…
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…
We address the problem of minimizing a class of energy functions consisting of data and smoothness terms that commonly occur in machine learning, computer vision, and pattern recognition. While discrete optimization methods are able to give…
In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…