Related papers: Capacity dependent analysis for functional online …
Performative prediction is a framework for learning models that influence the data they intend to predict. We focus on finding classifiers that are performatively stable, i.e. optimal for the data distribution they induce. Standard…
Kernel density estimation is a key component of a wide variety of algorithms in machine learning, Bayesian inference, stochastic dynamics and signal processing. However, the unsupervised density estimation technique requires tuning a…
Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…
In this paper, we propose control-theoretic methods as tools for the design of online optimization algorithms that are able to address dynamic, noisy, and partially uncertain time-varying quadratic objective functions. Our approach…
The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…
We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…
In this work we address the task of observing the performance of a semantic segmentation deep neural network (DNN) during online operation, i.e., during inference, which is of high importance in safety-critical applications such as…
Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…
Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…
We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…
As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…
Several recent works have shown separation results between deep neural networks, and hypothesis classes with inferior approximation capacity such as shallow networks or kernel classes. On the other hand, the fact that deep networks can…
Recent developments in large-scale machine learning suggest that by scaling up data, model size and training time properly, one might observe that improvements in pre-training would transfer favorably to most downstream tasks. In this work,…
We analyze stochastic gradient descent for optimizing non-convex functions. In many cases for non-convex functions the goal is to find a reasonable local minimum, and the main concern is that gradient updates are trapped in saddle points.…
We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we…
In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…
The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…
We seek to understand what facilitates sample-efficient learning from historical datasets for sequential decision-making, a problem that is popularly known as offline reinforcement learning (RL). Further, we are interested in algorithms…