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Concept drift -- the change of the distribution over time -- poses significant challenges for learning systems and is of central interest for monitoring. Understanding drift is thus paramount, and drift localization -- determining which…

Machine Learning · Computer Science 2026-04-22 Fabian Hinder , Valerie Vaquet , Johannes Brinkrolf , Barbara Hammer

In this paper we study optimal trading strategies in a financial market in which stock returns depend on a hidden Gaussian mean reverting drift process. Investors obtain information on that drift by observing stock returns. Moreover, expert…

Portfolio Management · Quantitative Finance 2024-07-01 Abdelali Gabih , Hakam Kondakji , Ralf Wunderlich

Existing theory predicts that data heterogeneity will degrade the performance of the Federated Averaging (FedAvg) algorithm in federated learning. However, in practice, the simple FedAvg algorithm converges very well. This paper explains…

Machine Learning · Computer Science 2022-06-13 Jianyu Wang , Rudrajit Das , Gauri Joshi , Satyen Kale , Zheng Xu , Tong Zhang

In the pursuit of autonomous learning systems, the foundational assumption of stationarity, the premise that data distributions and model behaviors remain constant, is fundamentally untenable. Historically, the research community has…

Machine Learning · Computer Science 2026-05-05 Xiaoyu Yang , En Yu , Jie Lu

It remains a challenging problem to tightly estimate the worst case response time of an application in a distributed embedded system, especially when there are dependencies between tasks. We discovered that the state-of-the art techniques…

Performance · Computer Science 2016-04-19 Junchul Choi , Hyunok Oh , Soonhoi Ha

Transfer learning followed by fine-tuning is widely adopted in medical image classification due to consistent gains in diagnostic performance. However, in multi-class settings with overlapping visual features, improvements in accuracy do…

Computer Vision and Pattern Recognition · Computer Science 2026-04-10 Kabilan Elangovan , Daniel Ting

Machine learning (ML) represents an efficient and popular approach for network traffic classification. However, network traffic classification is a challenging domain, and trained models may degrade soon after deployment due to the obsolete…

Machine Learning · Computer Science 2026-01-01 Dominik Soukup , Richard Plný , Daniel Vašata , Tomáš Čejka

The sporadic task model is often used to analyze recurrent execution of identical tasks in real-time systems. A sporadic task defines an infinite sequence of task instances, also called jobs, that arrive under the minimum inter-arrival time…

Operating Systems · Computer Science 2018-03-01 Jian-Jia Chen , Georg von der Brüggen , Niklas Ueter

The Fixed-Charge Network Flow problem is a well-studied NP-hard problem that has the goal of finding a flow in a network where fixed edge costs are incurred, regardless of the amount of flow hosted by the edge. In this paper, we consider…

Data Structures and Algorithms · Computer Science 2024-07-30 Daniel Olson , Caleb Eardley , Sean Yaw

Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…

Machine Learning · Computer Science 2026-01-30 Pedram Khorsandi , Rushil Gupta , Mehrnaz Mofakhami , Simon Lacoste-Julien , Gauthier Gidel

In the classic machine learning framework, models are trained on historical data and used to predict future values. It is assumed that the data distribution does not change over time (stationarity). However, in real-world scenarios, the…

Machine Learning · Statistics 2023-06-13 Mansour Zoubeirou A Mayaki , Michel Riveill

In this paper, we examine a modified version of de Finetti's optimal dividend problem, incorporating fixed transaction costs and altering the surplus process by introducing two-valued drift and two-valued volatility coefficients. This…

Mathematical Finance · Quantitative Finance 2025-12-05 Wenyuan Wang , Zuo Quan Xu , Kazutoshi Yamazaki , Kaixin Yan , Xiaowen Zhou

In the budgeted learning problem, we are allowed to experiment on a set of alternatives (given a fixed experimentation budget) with the goal of picking a single alternative with the largest possible expected payoff. Approximation algorithms…

Data Structures and Algorithms · Computer Science 2016-04-12 Ashish Goel , Sanjeev Khanna , Brad Null

In the balanced allocations framework, there are $m$ jobs (balls) to be allocated to $n$ servers (bins). The goal is to minimize the gap, the difference between the maximum and the average load. Peres, Talwar and Wieder (RSA 2015) used the…

Probability · Mathematics 2025-01-15 Dimitrios Los , Thomas Sauerwald

In statistical modelling the biggest threat is concept drift which makes the model gradually showing deteriorating performance over time. There are state of the art methodologies to detect the impact of concept drift, however general…

Machine Learning · Computer Science 2018-10-09 Kumarjit Pathak , Jitin Kapila

We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach…

Machine Learning · Statistics 2016-06-09 Tolga Bolukbasi , Kai-Wei Chang , Joseph Wang , Venkatesh Saligrama

We are developing a general framework for using learned Bayesian models for decision-theoretic control of search and reasoningalgorithms. We illustrate the approach on the specific task of controlling both general and domain-specific…

Artificial Intelligence · Computer Science 2013-01-14 Eric J. Horvitz , Yongshao Ruan , Carla P. Gomes , Henry Kautz , Bart Selman , David Maxwell Chickering

Many existing studies on mixed-criticality (MC) scheduling assume that low-criticality budgets for high-criticality applications are known apriori. These budgets are primarily used as guidance to determine when the scheduler should switch…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-19 Xiaozhe Gu , Arvind Easwaran

This paper proposes an accelerated consensus-based distributed iterative algorithm for resource allocation and scheduling. The proposed gradient-tracking algorithm introduces an auxiliary variable to add momentum towards the optimal state.…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

This paper investigates risk measures derived from the expected maximum deficit in a continuous-time framework and develops optimal reserve allocation strategies across multiple lines of business. We formalize the expected maximum deficit…

Risk Management · Quantitative Finance 2026-05-19 Claude Lefevre , Pierre Zuyderhoff