Related papers: Online Learning for Non-Stationary A/B Tests
The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…
We develop a versatile framework for statistical learning in non-stationary environments. In each time period, our approach applies a stability principle to select a look-back window that maximizes the utilization of historical data while…
Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…
Online controlled experiments, now commonly known as A/B testing, are crucial to causal inference and data driven decision making in many internet based businesses. While a simple comparison between a treatment (the feature under test) and…
Despite progress, deep neural networks still suffer performance declines under distribution shifts between training and test domains, leading to a substantial decrease in Quality of Experience (QoE) for applications. Existing test-time…
Federated learning (FL), as a collaborative distributed training paradigm with several edge computing devices under the coordination of a centralized server, is plagued by inconsistent local stationary points due to the heterogeneity of the…
Sample efficiency is critical in solving real-world reinforcement learning problems, where agent-environment interactions can be costly. Imitation learning from expert advice has proved to be an effective strategy for reducing the number of…
Performative prediction is an emerging paradigm in machine learning that addresses scenarios where the model's prediction may induce a shift in the distribution of the data it aims to predict. Current works in this field often rely on…
Online controlled experiments (A/B tests) have become the gold standard for learning the impact of new product features in technology companies. Randomization enables the inference of causality from an A/B test. The randomized assignment…
One of the main issues in Imitation Learning is the erroneous behavior of an agent when facing out-of-distribution situations, not covered by the set of demonstrations given by the expert. In this work, we tackle this problem by introducing…
A continual learning (CL) algorithm learns from a non-stationary data stream. The non-stationarity is modeled by some schedule that determines how data is presented over time. Most current methods make strong assumptions on the schedule and…
In cross-device Federated Learning (FL) environments, scaling synchronous FL methods is challenging as stragglers hinder the training process. Moreover, the availability of each client to join the training is highly variable over time due…
One of the most well-established applications of machine learning is in deciding what content to show website visitors. When observation data comes from high-velocity, user-generated data streams, machine learning methods perform a…
Current approaches for activity recognition often ignore constraints on computational resources: 1) they rely on extensive feature computation to obtain rich descriptors on all frames, and 2) they assume batch-mode access to the entire test…
Fine-tuning policies learned offline remains a major challenge in application domains. Monotonic performance improvement during \emph{fine-tuning} is often challenging, as agents typically experience performance degradation at the early…
In this paper, we focus on improving the online face liveness detection system to enhance the security of the downstream face recognition system. Most of the existing frame-based methods are suffering from the prediction inconsistency…
We are motivated by the real challenges presented in a human-robot system to develop new designs that are efficient at data level and with performance guarantees such as stability and optimality at systems level. Existing…
Financial time series are characterised by their nonstationarity and autocorrelation. Even if these time series are differenced, technically ensuring their stationarity, they experience regular covariate shifts and concept drifts. Against…
We present online prediction methods for time series that let us explicitly handle nonstationary artifacts (e.g. trend and seasonality) present in most real time series. Specifically, we show that applying appropriate transformations to…