Related papers: Dynamic Algorithms for Online Multiple Testing

Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for predictive accuracy, DFL trains models to directly minimize…

Predictive control approaches based on deep reinforcement learning (DRL) have gained significant attention in microgrid energy optimization. However, existing research often overlooks the issue of uncertainty stemming from imperfect…

Deep reinforcement learning (DRL) algorithms have achieved great success on sequential decision-making problems, yet is criticized for the lack of data-efficiency and explainability. Especially, explainability of subtasks is critical in…

This paper considers online switching control with a finite candidate controller pool, an unknown dynamical system, and unknown cost functions. The candidate controllers can be unstabilizing policies. We only require at least one candidate…

False discovery rate (FDR) procedures provide misleading inference when testing multiple null hypotheses with heterogeneous multinomial data. For example, in the motivating study the goal is to identify species of bacteria near the roots of…

Control theory provides engineers with a multitude of tools to design controllers that manipulate the closed-loop behavior and stability of dynamical systems. These methods rely heavily on insights about the mathematical model governing the…

Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…

The false discovery rate (FDR) and the false non-discovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false non-discovery proportion (FNP), are the most popular benchmarks for multiple testing. Despite the…

Competition-based approach to controlling the false discovery rate (FDR) recently rose to prominence when, generalizing it to sequential hypothesis testing, Barber and Cand\`es used it as part of their knockoff-filter. Control of the FDR…

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

In many fields of science, we observe a response variable together with a large number of potential explanatory variables, and would like to be able to discover which variables are truly associated with the response. At the same time, we…

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD…

Multiclass logistic regression is a fundamental task in machine learning with applications in classification and boosting. Previous work (Foster et al., 2018) has highlighted the importance of improper predictors for achieving "fast rates"…

Self-supervised methods have become crucial for advancing deep learning by leveraging data itself to reduce the need for expensive annotations. However, the question of how to conduct self-supervised offline reinforcement learning (RL) in a…

Effective multi-user delay-constrained scheduling is crucial in various real-world applications, such as instant messaging, live streaming, and data center management. In these scenarios, schedulers must make real-time decisions to satisfy…

Out-of-distribution (OOD) detection remains challenging for deep learning models, particularly when test-time OOD samples differ significantly from training outliers. We propose OODD, a novel test-time OOD detection method that dynamically…

Sample efficiency is one of the most critical issues for online reinforcement learning (RL). Existing methods achieve higher sample efficiency by adopting model-based methods, Q-ensemble, or better exploration mechanisms. We, instead,…

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Randomized experiments are the gold standard for causal inference but face significant challenges in business applications, including limited traffic allocation, the need for heterogeneous treatment effect estimation, and the complexity of…