Related papers: Online Learning with Continuous Ranked Probability…
In the face of uncertainty, the need for probabilistic assessments has long been recognized in the literature on forecasting. In classification, however, comparative evaluation of classifiers often focuses on predictions specifying a single…
We propose a streaming algorithm for the binary classification of data based on crowdsourcing. The algorithm learns the competence of each labeller by comparing her labels to those of other labellers on the same tasks and uses this…
Conformal prediction provides a principled framework for uncertainty quantification with finite-sample coverage guarantees. While recent work has extended conformal prediction to online and sequential settings, existing methods typically…
Statistical decision problems lie at the heart of statistical machine learning. The simplest problems are binary and multiclass classification and class probability estimation. Central to their definition is the choice of loss function,…
We introduce Probabilistic Rank and Reward (PRR), a scalable probabilistic model for personalized slate recommendation. Our approach allows off-policy estimation of the reward in the scenario where the user interacts with at most one item…
Making use of predictions is a crucial, but under-explored, area of online algorithms. This paper studies a class of online optimization problems where we have external noisy predictions available. We propose a stochastic prediction error…
Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…
Load forecasting is essential for the efficient, reliable, and cost-effective management of power systems. Load forecasting performance can be improved by learning the similarities among multiple entities (e.g., regions, buildings).…
In recent years, probabilistic forecasting is an emerging topic, which is why there is a growing need of suitable methods for the evaluation of multivariate predictions. We analyze the sensitivity of the most common scoring rules,…
Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by…
The forecasting combination puzzle is a well-known phenomenon in forecasting literature, stressing the challenge of outperforming the simple average when aggregating forecasts from diverse methods. This study proposes a Reinforcement…
We formalize sequential decision-making with information acquisition as the probing-augmented user-centric selection (PUCS) framework, where a learner first probes a subset of arms to obtain side information on resources and rewards, and…
Using the trends of estimated abilities in terms of item response theory for online testing, we can predict the success/failure status for the final examination to each student at early stages in courses. In prediction, we applied the newly…
Consider an edge computing setting in which a user submits queries for the solution of a linear system to an edge processor, which is subject to time-varying computing availability. The edge processor applies a probabilistic linear solver…
Continuous and efficient experimentation is key to the practical success of user-facing applications on the web, both through online A/B-tests and off-policy evaluation. Despite their shared objective -- estimating the incremental value of…
Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…
A user-focused verification approach for evaluating probability forecasts of binary outcomes (also known as probabilistic classifiers) is demonstrated that is (i) based on proper scoring rules, (ii) focuses on user decision thresholds, and…
Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…
Post-click conversion rate (CVR) is a reliable indicator of online customers' preferences, making it crucial for developing recommender systems. A major challenge in predicting CVR is severe selection bias, arising from users' inherent…
Rating prediction is an important application, and a popular research topic in collaborative filtering. However, both the validity of learning algorithms, and the validity of standard testing procedures rest on the assumption that missing…