Related papers: Minimizing Errors or Surprises?
We consider a multi-step algorithm for the computation of the historical expected shortfall such as defined by the Basel Minimum Capital Requirements for Market Risk. At each step of the algorithm, we use Monte Carlo simulations to reduce…
We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…
Large Reasoning Models (LRMs) excel in structured tasks by emulating deliberate human reasoning but often suffer from overthinking, degrading performance and wasting resources. One possible baseline is to deploy both LLM and LRM, then route…
In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…
In this paper we consider the problem of Learning from Satisfying Assignments introduced by \cite{1} of finding a distribution that is a close approximation to the uniform distribution over the satisfying assignments of a low complexity…
Machine learning (ML) methods are highly flexible, but their ability to approximate the true data-generating process is fundamentally constrained by finite samples. We characterize a universal lower bound, the Limits-to-Learning Gap (LLG),…
Learning and compression are driven by the common aim of identifying and exploiting statistical regularities in data, which opens the door for fertile collaboration between these areas. A promising group of compression techniques for…
Reinforcement learning from human feedback (RLHF) and, at its core, reward modeling have become a crucial part of training powerful large language models (LLMs). One commonly overlooked factor in training high-quality reward models (RMs) is…
Time series forecasting is one of the most active research topics. Machine learning methods have been increasingly adopted to solve these predictive tasks. However, in a recent work, these were shown to systematically present a lower…
Reinforcement learning is used to align language models with human preference signals after first pre-training the model to predict the next token of text within a large corpus using likelihood maximization. Before being deployed in a…
Every living organism struggles against disruptive environmental forces to carve out and maintain an orderly niche. We propose that such a struggle to achieve and preserve order might offer a principle for the emergence of useful behaviors…
We propose a new neural sequence model training method in which the objective function is defined by $\alpha$-divergence. We demonstrate that the objective function generalizes the maximum-likelihood (ML)-based and reinforcement learning…
Modern computational models in supervised machine learning are often highly parameterized universal approximators. As such, the value of the parameters is unimportant, and only the out of sample performance is considered. On the other hand…
In learning to rank area, industry-level applications have been dominated by gradient boosting framework, which fits a tree using least square error principle. While in classification area, another tree fitting principle, weighted least…
Recent advances in learning or identification of nonlinear dynamics focus on learning a suitable model within a pre-specified model class. However, a key difficulty that remains is the choice of the model class from which the dynamics will…
When making decisions under risk, people often exhibit behaviors that classical economic theories cannot explain. Newer models that attempt to account for these irrational behaviors often lack neuroscience bases and require the introduction…
Many of the successes of machine learning are based on minimizing an averaged loss function. However, it is well-known that this paradigm suffers from robustness issues that hinder its applicability in safety-critical domains. These issues…
Large language models (LLMs) are increasingly used in social science simulations. While their performance on reasoning and optimization tasks has been extensively evaluated, less attention has been paid to their ability to simulate human…
Current approaches for strengthening LLM reasoning tend to introduce a training bias toward human-like reasoning trajectories. In step-wise preference optimization, in particular, dependence on human or higher-capacity model annotations for…
Universal supervised learning is considered from an information theoretic point of view following the universal prediction approach, see Merhav and Feder (1998). We consider the standard supervised "batch" learning where prediction is done…