Related papers: Adaptive Cost-sensitive Online Classification
Prediction markets rely on liquidity to convert trades into informative prices, yet existing mechanisms fix liquidity ex ante. This restriction enforces a static trade-off between price responsiveness and worst-case loss despite inherently…
Reliable decision-making with streaming data requires principled uncertainty quantification of online methods. While first-order methods enable efficient iterate updates, their inference procedures still require updating proper (covariance)…
This paper studies the estimation of network weights for a class of systems with binary-valued observations. In these systems only quantized observations are available for the network estimation. Furthermore, system states are coupled with…
We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…
Computer systems are full of heuristic rules which drive the decisions they make. These rules of thumb are designed to work well on average, but ignore specific information about the available context, and are thus sub-optimal. The emerging…
One of the most challenging problems in computational advertising is the prediction of click-through and conversion rates for bidding in online advertising auctions. An unaddressed problem in previous approaches is the existence of highly…
Given the rapid rise in energy demand by data centers and computing systems in general, it is fundamental to incorporate energy considerations when designing (scheduling) algorithms. Machine learning can be a useful approach in practice by…
The online assignment problem plays an important role in operational research and computer science which is why immense attention has been given to improving its solution quality. Due to the incomplete information about the input, it is…
This paper introduces ICET, a new algorithm for cost-sensitive classification. ICET uses a genetic algorithm to evolve a population of biases for a decision tree induction algorithm. The fitness function of the genetic algorithm is the…
First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…
Anomaly detection (AD) is increasingly recognized as a key component for ensuring the resilience of future communication systems. While deep learning has shown state-of-the-art AD performance, its application in critical systems is hindered…
Motivated by safety-critical classification problems, we investigate adversarial attacks against cost-sensitive classifiers. We use current state-of-the-art adversarially-resistant neural network classifiers [1] as the underlying models.…
Online classification is a central problem in optimization, statistical learning and data science. Classical algorithms such as the perceptron offer efficient updates and finite mistake guarantees on linearly separable data, but they do not…
With the developments in machine learning, there has been a surge in interest and results focused on algorithms utilizing predictions, not least in online algorithms where most new results incorporate the prediction aspect for concrete…
Classification of IoT devices into different types is of paramount importance, from multiple perspectives, including security and privacy aspects. Recent works have explored machine learning techniques for fingerprinting (or classifying)…
Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…
As application demands for online convex optimization accelerate, the need for designing new methods that simultaneously cover a large class of convex functions and impose the lowest possible regret is highly rising. Known online…
Stochastic optimization methods encounter new challenges in the realm of streaming, characterized by a continuous flow of large, high-dimensional data. While first-order methods, like stochastic gradient descent, are the natural choice,…
Feature Selection is a crucial procedure in Data Science tasks such as Classification, since it identifies the relevant variables, making thus the classification procedures more interpretable, cheaper in terms of measurement and more…
We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system operates in discrete time; at each time slot, the administrator…