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Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…
Real world learning scenarios involve a nonstationary distribution of classes with sequential dependencies among the samples, in contrast to the standard machine learning formulation of drawing samples independently from a fixed, typically…
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…
We study online resource allocation under non-stationary demand with a minimum offline data requirement. In this problem, a decision-maker must allocate multiple types of resources to sequentially arriving queries over a finite horizon.…
Given $k$ pre-trained classifiers and a stream of unlabeled data examples, how can we actively decide when to query a label so that we can distinguish the best model from the rest while making a small number of queries? Answering this…
In this paper, a high-speed online neural network classifier based on extreme learning machines for multi-label classification is proposed. In multi-label classification, each of the input data sample belongs to one or more than one of the…
While most work on evaluating machine learning (ML) models focuses on computing accuracy on batches of data, tracking accuracy alone in a streaming setting (i.e., unbounded, timestamp-ordered datasets) fails to appropriately identify when…
We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…
The evaluation of noisy binary classifiers on unlabeled data is treated as a streaming task: given a data sketch of the decisions by an ensemble, estimate the true prevalence of the labels as well as each classifier's accuracy on them. Two…
In this paper, we propose an online-matching-based model to study the assignment problems arising in a wide range of online-matching markets, including online recommendations, ride-hailing platforms, and crowdsourcing markets. It features…
Much more attention has been paid to unsupervised feature selection nowadays due to the emergence of massive unlabeled data. The distribution of samples and the latent effect of training a learning method using samples in more effective…
Data-driven learning algorithms are employed in many online applications, in which data become available over time, like network monitoring, stock price prediction, job applications, etc. The underlying data distribution might evolve over…
We consider the following sample selection problem. We observe in an online fashion a sequence of samples, each endowed by a quality. Our goal is to either select or reject each sample, so as to maximize the aggregate quality of the…
Machine unlearning aims to remove knowledge of the specific training data in a well-trained model. Currently, machine unlearning methods typically handle all forgetting data in a single batch, removing the corresponding knowledge all at…
The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…
Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…
We consider the problem of cost-optimal utilization of a crowdsourcing platform for binary, unsupervised classification of a collection of items, given a prescribed error threshold. Workers on the crowdsourcing platform are assumed to be…
Analytical models developed in offline settings with pre-prepared data are typically used to predict students' performance. However, when data are available over time, this learning method is not suitable anymore. Online learning is…
We consider an online version of the well-studied network utility maximization problem, where users arrive one by one and an operator makes irrevocable decisions for each user without knowing the details of future arrivals. We propose a…
Semi-supervised learning algorithms attempt to take advantage of relatively inexpensive unlabeled data to improve learning performance. In this work, we consider statistical models where the data distributions can be characterized by…