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We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

We design new algorithms for the combinatorial pure exploration problem in the multi-arm bandit framework. In this problem, we are given $K$ distributions and a collection of subsets $\mathcal{V} \subset 2^{[K]}$ of these distributions, and…

Machine Learning · Statistics 2019-05-29 Tongyi Cao , Akshay Krishnamurthy

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Geethu Joseph

Fair machine learning is receiving an increasing attention in machine learning fields. Researchers in fair learning have developed correlation or association-based measures such as demographic disparity, mistreatment disparity, calibration,…

Computers and Society · Computer Science 2019-11-20 Wen Huang , Yongkai Wu , Lu Zhang , Xintao Wu

When aggregating information from conflicting sources, one's goal is to find the truth. Most real-value \emph{truth discovery} (TD) algorithms try to achieve this goal by estimating the competence of each source and then aggregating the…

Machine Learning · Computer Science 2022-06-13 Tsviel Ben Shabat , Reshef Meir , David Azriel

Data-driven decision-making has drawn scrutiny from policy makers due to fears of potential discrimination, and a growing literature has begun to develop fair statistical techniques. However, these techniques are often specialized to one…

Statistics Theory · Mathematics 2021-01-01 Anil Aswani , Matt Olfat

Bayesian networks (BNs) are attractive, because they are graphical and interpretable machine learning models. However, exact inference on BNs is time-consuming, especially for complex problems. To improve the efficiency, we propose a fast…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-14 Jiantong Jiang , Zeyi Wen , Atif Mansoor , Ajmal Mian

In this paper, we propose a new framework for designing fast parallel algorithms for fundamental statistical subset selection tasks that include feature selection and experimental design. Such tasks are known to be weakly submodular and are…

Machine Learning · Computer Science 2021-04-02 Sharon Qian , Yaron Singer

With AI systems widely applied to assist humans in decision-making processes such as talent hiring, school admission, and loan approval; there is an increasing need to ensure that the decisions made are fair. One major challenge for…

Machine Learning · Computer Science 2026-05-05 Zhe Yu , Xiaoyin Xi , Pranam Prakash Shetty

Since the rise of fair machine learning as a critical field of inquiry, many different notions on how to quantify and measure discrimination have been proposed in the literature. Some of these notions, however, were shown to be mutually…

Computers and Society · Computer Science 2023-12-25 Drago Plecko , Elias Bareinboim

Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…

Machine Learning · Computer Science 2020-06-12 Chih-Wei Hsu , Branislav Kveton , Ofer Meshi , Martin Mladenov , Csaba Szepesvari

Consider the problem of finding the best matching in a weighted graph where we only have access to predictions of the actual stochastic weights, based on an underlying context. If the predictor is the Bayes optimal one, then computing the…

We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

Machine Learning · Computer Science 2024-05-13 Julian Zimmert , Teodor V. Marinov

In this paper, we propose an innovative approach to thoroughly explore dataset features that introduce bias in downstream machine-learning tasks. Depending on the data format, we use different techniques to map instances into a similarity…

Machine Learning · Computer Science 2024-11-11 Samira Maghool , Paolo Ceravolo

Model selection in supervised learning provides costless guarantees as if the model that best balances bias and variance was known a priori. We study the feasibility of similar guarantees for cumulative regret minimization in the stochastic…

Machine Learning · Computer Science 2023-10-25 Sanath Kumar Krishnamurthy , Adrienne Margaret Propp , Susan Athey

Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…

Machine Learning · Statistics 2024-04-25 Tianyu Guo , Sai Praneeth Karimireddy , Michael I. Jordan

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

We propose an adaptive independent Metropolis--Hastings algorithm with the ability to learn from all previous proposals in the chain except the current location. It is an extension of the independent Metropolis--Hastings algorithm.…

Probability · Mathematics 2009-03-04 Lars Holden , Ragnar Hauge , Marit Holden

We propose the Generalized Policy Elimination (GPE) algorithm, an oracle-efficient contextual bandit (CB) algorithm inspired by the Policy Elimination algorithm of \cite{dudik2011}. We prove the first regret optimality guarantee theorem for…

Machine Learning · Computer Science 2020-03-09 Aurélien F. Bibaut , Antoine Chambaz , Mark J. van der Laan

Algorithmic fairness has received increased attention in socially sensitive domains. While rich literature on mean fairness has been established, research on quantile fairness remains sparse but vital. To fulfill great needs and advocate…

Machine Learning · Statistics 2022-10-17 Meichen Liu , Lei Ding , Dengdeng Yu , Wulong Liu , Linglong Kong , Bei Jiang