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A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

Empirical Risk Minimization (ERM) algorithms are widely used in a variety of estimation and prediction tasks in signal-processing and machine learning applications. Despite their popularity, a theory that explains their statistical…

Machine Learning · Statistics 2020-07-07 Hossein Taheri , Ramtin Pedarsani , Christos Thrampoulidis

In real-world applications, the distribution of the data, and our goals, evolve over time. The prevailing theoretical framework for studying machine learning, namely probably approximately correct (PAC) learning, largely ignores time. As a…

Machine Learning · Statistics 2025-01-31 Ashwin De Silva , Rahul Ramesh , Rubing Yang , Siyu Yu , Joshua T Vogelstein , Pratik Chaudhari

The successful application of machine learning (ML) methods becomes increasingly dependent on their interpretability or explainability. Designing explainable ML systems is instrumental to ensuring transparency of automated decision-making…

Machine Learning · Computer Science 2022-07-04 L. Zhang , G. Karakasidis , A. Odnoblyudova , L. Dogruel , A. Jung

Learning the optimized solution as a function of environmental parameters is effective in solving numerical optimization in real time for time-sensitive applications. Existing works of learning to optimize train deep neural networks (DNN)…

Machine Learning · Computer Science 2019-05-28 Chengjian Sun , Chenyang Yang

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

Machine Learning · Statistics 2023-07-18 Eirini Ioannou , Muni Sreenivas Pydi , Po-Ling Loh

Unsupervised representation learning aims at describing raw data efficiently to solve various downstream tasks. It has been approached with many techniques, such as manifold learning, diffusion maps, or more recently self-supervised…

Machine Learning · Computer Science 2023-06-02 Vivien Cabannes , Alberto Bietti , Randall Balestriero

Training and deploying machine learning models that meet fairness criteria for protected groups are fundamental in modern artificial intelligence. While numerous constraints and regularization terms have been proposed in the literature to…

Machine Learning · Computer Science 2024-04-09 Sina Baharlouei , Shivam Patel , Meisam Razaviyayn

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

Empirical risk minimization (ERM), with proper loss function and regularization, is the common practice of supervised classification. In this paper, we study training arbitrary (from linear to deep) binary classifier from only unlabeled (U)…

Machine Learning · Statistics 2019-03-13 Nan Lu , Gang Niu , Aditya Krishna Menon , Masashi Sugiyama

Determining the best method for training a machine learning algorithm is critical to maximizing its ability to classify data. In this paper, we compare the standard "fully supervised" approach (that relies on knowledge of event-by-event…

High Energy Physics - Phenomenology · Physics 2018-03-29 Timothy Cohen , Marat Freytsis , Bryan Ostdiek

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…

Machine Learning · Computer Science 2018-11-07 Jalaj Bhandari , Daniel Russo , Raghav Singal

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

The current dominant paradigm when building a machine learning model is to iterate over a dataset over and over until convergence. Such an approach is non-incremental, as it assumes access to all images of all categories at once. However,…

Machine Learning · Computer Science 2023-02-14 Mert Kilickaya , Joost van de Weijer , Yuki M. Asano

Self-training algorithms, which train a model to fit pseudolabels predicted by another previously-learned model, have been very successful for learning with unlabeled data using neural networks. However, the current theoretical…

Machine Learning · Computer Science 2022-04-22 Colin Wei , Kendrick Shen , Yining Chen , Tengyu Ma

A dynamical model consists of a continuous self-map $T: \mathcal{X} \to \mathcal{X}$ of a compact state space $\mathcal{X}$ and a continuous observation function $f: \mathcal{X} \to \mathbb{R}$. This paper considers the fitting of a…

Statistics Theory · Mathematics 2018-01-24 Kevin McGoff , Andrew B. Nobel

We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be…

Machine Learning · Statistics 2024-09-17 Vincent Menden , Yahya Saleh , Armin Iske

We propose self-adaptive training -- a unified training algorithm that dynamically calibrates and enhances training processes by model predictions without incurring an extra computational cost -- to advance both supervised and…

Machine Learning · Computer Science 2022-10-17 Lang Huang , Chao Zhang , Hongyang Zhang
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