Related papers: Adapting to Continuous Covariate Shift via Online …
Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…
During the last few decades, online controlled experiments (also known as A/B tests) have been adopted as a golden standard for measuring business improvements in industry. In our company, there are more than a billion users participating…
We present statistical methods for big data arising from online analytical processing, where large amounts of data arrive in streams and require fast analysis without storage/access to the historical data. In particular, we develop…
This work derives and analyzes an online learning strategy for tracking the average of time-varying distributed signals by relying on randomized coordinate-descent updates. During each iteration, each agent selects or observes a random…
Distribution shifts between training and test data are inevitable over the lifecycle of a deployed model, leading to performance decay. Adapting a model on test samples can help mitigate this drop in performance. However, most test-time…
Since distribution shifts are likely to occur during test-time and can drastically decrease the model's performance, online test-time adaptation (TTA) continues to update the model after deployment, leveraging the current test data.…
We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…
The ability to quickly and accurately identify covariate shift at test time is a critical and often overlooked component of safe machine learning systems deployed in high-risk domains. While methods exist for detecting when predictions…
Density ratio estimation serves as an important technique in the unsupervised machine learning toolbox. However, such ratios are difficult to estimate for complex, high-dimensional data, particularly when the densities of interest are…
An important challenge facing modern machine learning is how to rigorously quantify the uncertainty of model predictions. Conveying uncertainty is especially important when there are changes to the underlying data distribution that might…
Distribution shift in imitation learning refers to the problem that the agent cannot plan proper actions for a state that has not been visited during the training. This problem can be largely attributed to the inherently narrow state-action…
As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…
Conditional density estimation (CDE) models can be useful for many statistical applications, especially because the full conditional density is estimated instead of traditional regression point estimates, revealing more information about…
The performance of machine learning models under distribution shift has been the focus of the community in recent years. Most of current methods have been proposed to improve the robustness to distribution shift from the algorithmic…
Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…
Concept drift -- the change of the distribution over time -- poses significant challenges for learning systems and is of central interest for monitoring. Understanding drift is thus paramount, and drift localization -- determining which…
To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model…
The standard supervised learning paradigm works effectively when training data shares the same distribution as the upcoming testing samples. However, this stationary assumption is often violated in real-world applications, especially when…
Despite their recent success, deep neural networks continue to perform poorly when they encounter distribution shifts at test time. Many recently proposed approaches try to counter this by aligning the model to the new distribution prior to…
Continuously learning to solve unseen tasks with limited experience has been extensively pursued in meta-learning and continual learning, but with restricted assumptions such as accessible task distributions, independently and identically…