Related papers: Online Label Shift: Optimal Dynamic Regret meets P…
We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…
Recently there has been much work on selective sampling, an online active learning setting, in which algorithms work in rounds. On each round an algorithm receives an input and makes a prediction. Then, it can decide whether to query a…
Unsupervised domain adaptation aims to transfer knowledge from a labeled source domain to an unlabeled target domain. Previous methods focus on learning domain-invariant features to decrease the discrepancy between the feature distributions…
We study the well-motivated problem of online distribution shift in which the data arrive in batches and the distribution of each batch can change arbitrarily over time. Since the shifts can be large or small, abrupt or gradual, the length…
Concept drift is formally defined as the change in joint distribution of a set of input variables X and a target variable y. The two types of drift that are extensively studied are real drift and virtual drift where the former is the change…
Uncertainty quantification is crucial in safety-critical systems, where decisions must be made under uncertainty. In particular, we consider the problem of online uncertainty quantification, where data points arrive sequentially. Online…
Domain adaptation (DA) is transfer learning which aims to learn an effective predictor on target data from source data despite data distribution mismatch between source and target. We present in this paper a novel unsupervised DA method for…
This paper presents early work aiming at the development of a new framework for the design and analysis of algorithms for online learning based prediction and control. Firstly, we consider the task of predicting values of a function or time…
We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…
In many online learning problems we are interested in predicting local information about some universe of items. For example, we may want to know whether two items are in the same cluster rather than computing an assignment of items to…
Distribution shift, a change in the statistical properties of data over time, poses a critical challenge for deep learning anomaly detection systems. Existing anomaly detection systems often struggle to adapt to these shifts. Specifically,…
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 study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…
We study the open-set label shift problem, where the test data may include a novel class absent from training. This setting is challenging because both the class proportions and the distribution of the novel class are not identifiable…
In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…
While a broad range of techniques have been proposed to tackle distribution shift, the simple baseline of training on an $\textit{undersampled}$ balanced dataset often achieves close to state-of-the-art-accuracy across several popular…
We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…
Many real-world applications adopt multi-label data streams as the need for algorithms to deal with rapidly changing data increases. Changes in data distribution, also known as concept drift, cause the existing classification models to…
Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…
This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…