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The organizer of a machine learning competition faces the problem of maintaining an accurate leaderboard that faithfully represents the quality of the best submission of each competing team. What makes this estimation problem particularly…
The leaderboard in machine learning competitions is a tool to show the performance of various participants and to compare them. However, the leaderboard quickly becomes no longer accurate, due to hack or overfitting. This article gives two…
Over-fitting is a dreaded foe in challenge-based competitions. Because participants rely on public leaderboards to evaluate and refine their models, there is always the danger they might over-fit to the holdout data supporting the…
We show that the \emph{stochastic gradient} bandit algorithm converges to a \emph{globally optimal} policy at an $O(1/t)$ rate, even with a \emph{constant} step size. Remarkably, global convergence of the stochastic gradient bandit…
We study a sequential resource allocation problem between a fixed number of arms. On each iteration the algorithm distributes a resource among the arms in order to maximize the expected success rate. Allocating more of the resource to a…
This paper investigates the estimation problem in a regression-type model. To be able to deal with potential high dimensions, we provide a procedure called LOL, for Learning Out of Leaders with no optimization step. LOL is an auto-driven…
Choosing a decision threshold is one of the challenging job in any classification tasks. How much the model is accurate, if the deciding boundary is not picked up carefully, its entire performance would go in vain. On the other hand, for…
Optimal decision tree (\odt) is a fundamental problem arising in applications such as active learning, entity identification, and medical diagnosis. An instance of \odt is given by $m$ hypotheses, out of which an unknown ``true'' hypothesis…
A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…
Motivated by concerns that machine learning algorithms may introduce significant bias in classification models, developing fair classifiers has become an important problem in machine learning research. One important paradigm towards this…
Learning-augmented algorithms have emerged as a powerful paradigm to surpass traditional worst-case lower bounds by integrating potentially noisy predictions. While this framework has seen success in online scheduling, existing work…
We consider the sensitivity of algorithms for the maximum matching problem against edge and vertex modifications. Algorithms with low sensitivity are desirable because they are robust to edge failure or attack. In this work, we show a…
Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…
This paper proposes a linear bandit algorithm that is adaptive to environments at two different levels of hierarchy. At the higher level, the proposed algorithm adapts to a variety of types of environments. More precisely, it achieves…
Hierarchical optimization refers to problems with interdependent decision variables and objectives, such as minimax and bilevel formulations. While various algorithms have been proposed, existing methods and analyses lack adaptivity in…
The input to the stochastic orienteering problem consists of a budget $B$ and metric $(V,d)$ where each vertex $v$ has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are…
Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…
The priority model was introduced to capture "greedy-like" algorithms. Motivated by the success of advice complexity in the area of online algorithms, the fixed priority model was extended to include advice, and a reduction-based framework…