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In real-world applications, the distribution of the data, and our goals, evolve over time. The prevailing theoretical framework for studying machine learning, namely probably approximately correct (PAC) learning, largely ignores time. As a…

Machine Learning · Statistics 2025-01-31 Ashwin De Silva , Rahul Ramesh , Rubing Yang , Siyu Yu , Joshua T Vogelstein , Pratik Chaudhari

In the past, continual learning (CL) was mostly concerned with the problem of catastrophic forgetting in neural networks, that arises when incrementally learning a sequence of tasks. Current CL methods function within the confines of…

Machine Learning · Computer Science 2025-07-29 Shishir Muralidhara , Didier Stricker , René Schuster

Prediction sets can wrap around any ML model to cover unknown test outcomes with a guaranteed probability. Yet, it remains unclear how to use them optimally for downstream decision-making. Here, we propose a decision-theoretic framework…

Machine Learning · Statistics 2026-02-10 Tao Wang , Edgar Dobriban

In a multirobot system, a number of cyber-physical attacks (e.g., communication hijack, observation perturbations) can challenge the robustness of agents. This robustness issue worsens in multiagent reinforcement learning because there…

Machine Learning · Computer Science 2021-09-15 Chuangchuang Sun , Dong-Ki Kim , Jonathan P. How

The minimax excess risk optimization (MERO) problem is a new variation of the traditional distributionally robust optimization (DRO) problem, which achieves uniformly low regret across all test distributions under suitable conditions. In…

Optimization and Control · Mathematics 2024-08-23 Zhihao Gu , Zi Xu

Reinforcement Learning (RL) for constrained MDPs (CMDPs) is an increasingly important problem for various applications. Often, the average criterion is more suitable than the discounted criterion. Yet, RL for average-CMDPs (ACMDPs) remains…

Machine Learning · Computer Science 2024-05-27 Akhil Agnihotri , Rahul Jain , Haipeng Luo

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs,…

Information Retrieval · Computer Science 2019-09-19 Olivier Jeunen , Dmytro Mykhaylov , David Rohde , Flavian Vasile , Alexandre Gilotte , Martin Bompaire

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

In this work, we consider the notion of "criterion collapse," in which optimization of one metric implies optimality in another, with a particular focus on conditions for collapse into error probability minimizers under a wide variety of…

Machine Learning · Statistics 2024-05-22 Matthew J. Holland

Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…

Machine Learning · Computer Science 2017-08-01 Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

A common challenge for most current recommender systems is the cold-start problem. Due to the lack of user-item interactions, the fine-tuned recommender systems are unable to handle situations with new users or new items. Recently, some…

Information Retrieval · Computer Science 2020-07-08 Manqing Dong , Feng Yuan , Lina Yao , Xiwei Xu , Liming Zhu

Empirical risk minimization stands behind most optimization in supervised machine learning. Under this scheme, labeled data is used to approximate an expected cost (risk), and a learning algorithm updates model-defining parameters in search…

Machine Learning · Statistics 2023-05-25 James Schmidt

The problem of constrained reinforcement learning (CRL) holds significant importance as it provides a framework for addressing critical safety satisfaction concerns in the field of reinforcement learning (RL). However, with the introduction…

Machine Learning · Computer Science 2023-05-24 Chengbin Xuan , Feng Zhang , Faliang Yin , Hak-Keung Lam

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

We propose a new \emph{Transformed Risk Minimization} (TRM) framework as an extension of classical risk minimization. In TRM, we optimize not only over predictive models, but also over data transformations; specifically over distributions…

Machine Learning · Computer Science 2023-10-09 Evangelos Chatzipantazis , Stefanos Pertigkiozoglou , Kostas Daniilidis , Edgar Dobriban

Though deep reinforcement learning (DRL) has obtained substantial success, it may encounter catastrophic failures due to the intrinsic uncertainty of both transition and observation. Most of the existing methods for safe reinforcement…

Machine Learning · Computer Science 2025-05-20 Chengyang Ying , Xinning Zhou , Hang Su , Dong Yan , Ning Chen , Jun Zhu

This paper presents a novel algorithm for the continuous control of dynamical systems that combines Trajectory Optimization (TO) and Reinforcement Learning (RL) in a single framework. The motivations behind this algorithm are the two main…

Model merging provides a compelling paradigm for integrating specialized expertise into a unified multi-task model, a goal that aligns naturally with the sequential knowledge acquisition in continual learning (CL). However, the requirement…

Machine Learning · Computer Science 2026-05-12 Xi Wang , Cheng Deng

In many operational settings, decision-makers must commit to actions before uncertainty resolves, but existing optimization tools rarely quantify how consistently a chosen decision remains optimal across plausible scenarios. This paper…

Machine Learning · Statistics 2025-12-18 Wenbin Zhou , Agni Orfanoudaki , Shixiang Zhu

Using neural networks in practical settings would benefit from the ability of the networks to learn new tasks throughout their lifetimes without forgetting the previous tasks. This ability is limited in the current deep neural networks by a…

Machine Learning · Computer Science 2018-06-20 Risto Vuorio , Dong-Yeon Cho , Daejoong Kim , Jiwon Kim