Related papers: Exponential Weights Algorithms for Selective Learn…

We prove risk bounds for binary classification in high-dimensional settings when the sample size is allowed to be smaller than the dimensionality of the training set observations. In particular, we prove upper bounds for both 'compressive…

We study the problem of learning a single neuron under standard squared loss in the presence of arbitrary label noise and group-level distributional shifts, for a broad family of covariate distributions. Our goal is to identify a…

Multi-task learning (MTL) considers learning a joint model for multiple tasks by optimizing a convex combination of all task losses. To solve the optimization problem, existing methods use an adaptive weight updating scheme, where task…

In this paper we analyze a budgeted learning setting, in which the learner can only choose and observe a small subset of the attributes of each training example. We develop efficient algorithms for ridge and lasso linear regression, which…

The Extreme Learning Machine (ELM) technique is a machine learning approach for constructing feed-forward neural networks with a single hidden layer and their models. The ELM model can be constructed while being trained by concurrently…

We propose risk-sensitive reinforcement learning algorithms catering to three families of risk measures, namely expectiles, utility-based shortfall risk and optimized certainty equivalent risk. For each risk measure, in the context of a…

We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…

Meta-learning leverages related source tasks to learn an initialization that can be quickly fine-tuned to a target task with limited labeled examples. However, many popular meta-learning algorithms, such as model-agnostic meta-learning…

We propose a simplified, biologically inspired predictive local learning rule that eliminates the need for global backpropagation in conventional neural networks and membrane integration in event-based training. Weight updates are triggered…

Consider semi-supervised learning for classification, where both labeled and unlabeled data are available for training. The goal is to exploit both datasets to achieve higher prediction accuracy than just using labeled data alone. We…

The Matrix Multiplicative Weight Update (MMWU) is a seminal online learning algorithm with numerous applications. Applied to the matrix version of the Learning from Expert Advice (LEA) problem on the $d$-dimensional spectraplex, it is well…

The weighted $k$-server is a variant of the $k$-server problem, where the cost of moving a server is the server's weight times the distance through which it moves. The problem is famous for its intriguing properties and for evading standard…

Transfer learning is an emerging paradigm for leveraging multiple sources to improve the statistical inference on a single target. In this paper, we propose a novel approach named residual importance weighted transfer learning (RIW-TL) for…

This paper addresses the problem of online learning in metric spaces using exponential weights. We extend the analysis of the exponentially weighted average forecaster, traditionally studied in a Euclidean settings, to a more abstract…

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

We consider the problem of recovering an unknown vector from noisy data with the help of projection estimates. The goal is to find a convex combination of these estimates with the minimal risk. We study an aggregation method based on the…

Over the past few years, there has been a significant amount of research focused on studying the ReLU activation function, with the aim of achieving neural network convergence through over-parametrization. However, recent developments in…

Learning theory has traditionally followed a model-centric approach, focusing on designing optimal algorithms for a fixed natural learning task (e.g., linear classification or regression). In this paper, we adopt a complementary…

We study the regret guarantee for risk-sensitive reinforcement learning (RSRL) via distributional reinforcement learning (DRL) methods. In particular, we consider finite episodic Markov decision processes whose objective is the entropic…

The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…