Related papers: Test Score Algorithms for Budgeted Stochastic Util…
We consider sequential or active ranking of a set of n items based on noisy pairwise comparisons. Items are ranked according to the probability that a given item beats a randomly chosen item, and ranking refers to partitioning the items…
We study the problem of distributed state estimation in a network of sensing units that can exchange their measurements but the rate of communication between the units is constrained. The units collect noisy, possibly only partial…
Ensuring fairness in data driven decision making has become a central concern across domains such as marketing, lending, and healthcare, but fairness constraints often come at the cost of utility. We propose a statistical hypothesis testing…
Models based on recursive adaptive partitioning such as decision trees and their ensembles are popular for high-dimensional regression as they can potentially avoid the curse of dimensionality. Because empirical risk minimization (ERM) is…
Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been…
We study distribution testing in the standard access model and the conditional access model when the memory available to the testing algorithm is bounded. In both scenarios, the samples appear in an online fashion and the goal is to test…
Many clinical risk scores are deployed as additive rules with nonnegative integer points assigned to relevant binary predictive features. These integer weights not only make the score easier to use in practice but also promote sparsity in…
In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…
We formulate the loop-free, binary superoptimization task as a stochastic search problem. The competing constraints of transformation correctness and performance improvement are encoded as terms in a cost function, and a Markov Chain Monte…
A deterministic approximation algorithm is presented for the maximization of non-monotone submodular functions over a ground set of size $n$ subject to cardinality constraint $k$; the algorithm is based upon the idea of interlacing two…
Classification systems are often deployed in resource-constrained settings where labels must be assigned to inputs on a budget of time, memory, etc. Budgeted, sequential classifiers (BSCs) address these scenarios by processing inputs…
In order to compute near-optimal policies with policy-gradient algorithms, it is common in practice to include intrinsic exploration terms in the learning objective. Although the effectiveness of these terms is usually justified by an…
In multi-item screening, optimal selling mechanisms are challenging to characterize and implement, even with full knowledge of valuation distributions. In this paper, we aim to develop tractable, interpretable, and implementable mechanisms…
We initiate the systematic study of decision-theoretic metrics in the design and analysis of algorithms with machine-learned predictions. We introduce approaches based on both deterministic measures such as distance-based evaluation, that…
We consider the problem of studying the performance of greedy algorithm on sensor selection problem for stable linear systems with Kalman Filter. Specifically, the objective is to find the system parameters that affects the performance of…
Societal biases that are contained in retrieved documents have received increased interest. Such biases, which are often prevalent in the training data and learned by the model, can cause societal harms, by misrepresenting certain groups,…
With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…
Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…
We study the problem of likelihood maximization when the likelihood function is intractable but model simulations are readily available. We propose a sequential, gradient-based optimization method that directly models the Fisher score based…