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We study the fundamental problem of prediction with expert advice and develop regret lower bounds for a large family of algorithms for this problem. We develop simple adversarial primitives, that lend themselves to various combinations…

Machine Learning · Computer Science 2016-07-15 Nick Gravin , Yuval Peres , Balasubramanian Sivan

Machine learning is increasingly being used to generate prediction models for use in a number of real-world settings, from credit risk assessment to clinical decision support. Recent discussions have highlighted potential problems in the…

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

Machine Learning · Computer Science 2013-03-14 Yasin Abbasi-Yadkori , Peter L. Bartlett , Csaba Szepesvari

In the seller-buyer setting on machine learning models, the seller generates different copies based on the original model and distributes them to different buyers, such that adversarial samples generated on one buyer's copy would likely not…

Machine Learning · Computer Science 2023-06-05 Jiyi Zhang , Han Fang , Ee-Chien Chang

We study the problem of non-constrained, discrete-time, online distributed optimization in a multi-agent system where some of the agents do not follow the prescribed update rule either due to failures or malicious intentions. None of the…

Optimization and Control · Mathematics 2022-04-12 Sourav Sahoo , Anand Gokhale , Rachel Kalpana Kalaimani

We study the problem of online unweighted bipartite matching with $n$ offline vertices and $n$ online vertices where one wishes to be competitive against the optimal offline algorithm. While the classic RANKING algorithm of Karp et al.…

Machine Learning · Computer Science 2024-05-24 Davin Choo , Themis Gouleakis , Chun Kai Ling , Arnab Bhattacharyya

This work studies the threats of adversarial attack on multivariate probabilistic forecasting models and viable defense mechanisms. Our studies discover a new attack pattern that negatively impact the forecasting of a target time series via…

Machine Learning · Computer Science 2023-04-17 Linbo Liu , Youngsuk Park , Trong Nghia Hoang , Hilaf Hasson , Jun Huan

This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…

Machine Learning · Computer Science 2022-07-14 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

Despite the considerable success enjoyed by machine learning techniques in practice, numerous studies demonstrated that many approaches are vulnerable to attacks. An important class of such attacks involves adversaries changing features at…

Machine Learning · Computer Science 2018-06-07 Liang Tong , Sixie Yu , Scott Alfeld , Yevgeniy Vorobeychik

We investigate the power of randomized algorithms for the maximum cardinality matching (MCM) and the maximum weight matching (MWM) problems in the online preemptive model. In this model, the edges of a graph are revealed one by one and the…

Data Structures and Algorithms · Computer Science 2015-07-03 Ashish Chiplunkar , Sumedh Tirodkar , Sundar Vishwanathan

We consider a distributed reinforcement learning setting where multiple agents separately explore the environment and communicate their experiences through a central server. However, $\alpha$-fraction of agents are adversarial and can…

Machine Learning · Computer Science 2022-06-02 Yiding Chen , Xuezhou Zhang , Kaiqing Zhang , Mengdi Wang , Xiaojin Zhu

We present a new dynamic matching sparsification scheme. From this scheme we derive a framework for dynamically rounding fractional matchings against \emph{adaptive adversaries}. Plugging in known dynamic fractional matching algorithms into…

Data Structures and Algorithms · Computer Science 2020-06-17 David Wajc

$\newcommand{\eps}{\varepsilon}$We present an auction algorithm using multiplicative instead of constant weight updates to compute a $(1-\eps)$-approximate maximum weight matching (MWM) in a bipartite graph with $n$ vertices and $m$ edges…

Data Structures and Algorithms · Computer Science 2024-01-25 Da Wei Zheng , Monika Henzinger

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…

Machine Learning · Statistics 2017-11-08 Kwang-Sung Jun , Francesco Orabona , Stephen Wright , Rebecca Willett

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

Ensembles of artificial neural networks show improved generalization capabilities that outperform those of single networks. However, for aggregation to be effective, the individual networks must be as accurate and diverse as possible. An…

Artificial Intelligence · Computer Science 2007-05-23 P. M. Granitto , P. F. Verdes , H. A. Ceccatto

When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…

We study how we can adapt a predictor to a non-stationary environment with advises from multiple experts. We study the problem under complete feedback when the best expert changes over time from a decision theoretic point of view. Proposed…

Machine Learning · Computer Science 2017-08-08 Vishnu Raj , Sheetal Kalyani

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

We give an explicit algorithm and source code for computing optimal weights for combining a large number N of alphas. This algorithm does not cost O(N^3) or even O(N^2) operations but is much cheaper, in fact, the number of required…

Portfolio Management · Quantitative Finance 2016-12-19 Zura Kakushadze , Willie Yu