Related papers: Learning the Optimal Stopping for Early Classifica…
We study the properties of the free boundaries and the corresponding hitting times in the context of optimal stopping in discrete time. We first prove the continuity of the map from the boundaries to the expected value of the corresponding…
This work addresses the classic machine learning problem of online prediction with expert advice. A new potential-based framework for the fixed horizon version of this problem has been recently developed using verification arguments from…
We propose and analyze a continuous-time robust reinforcement learning framework for optimal stopping under ambiguity. In this framework, an agent chooses a robust exploratory stopping time motivated by two objectives: robust…
Federated Learning (FL) facilitates decentralized collaborative learning without transmitting raw data. However, reliance on fixed global rounds or validation data for hyperparameter tuning hinders practical deployment by incurring high…
Time series forecasting has become a critical task due to its high practicality in real-world applications such as traffic, energy consumption, economics and finance, and disease analysis. Recent deep-learning-based approaches have shown…
Supervised fine-tuning (SFT) of foundation models often leads to poor generalization, where prior capabilities deteriorate after tuning on new tasks or domains. Inspired by trust-region policy optimization (TRPO) and proximal policy…
The problem of optimal stopping with finite horizon in discrete time is considered in view of maximizing the expected gain. The algorithm proposed in this paper is completely nonparametric in the sense that it uses observed data from the…
When a feed-forward neural network (FNN) is trained for source ranging in an ocean waveguide, it is difficult evaluating the range accuracy of the FNN on unlabeled test data. A fitting-based early stopping (FEAST) method is introduced to…
Early stopping based on hold-out data is a popular regularization technique designed to mitigate overfitting and increase the predictive accuracy of neural networks. Models trained with early stopping often provide relatively accurate…
A core challenge in structural biophysics is generating biomolecular conformations that are both physically plausible and consistent with experimental measurements. While sequence-to-structure diffusion models provide powerful priors,…
Fine-grained object retrieval aims to learn discriminative representation to retrieve visually similar objects. However, existing top-performing works usually impose pairwise similarities on the semantic embedding spaces or design a…
In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…
In this paper, we study sequential decision-making for maximizing the Sharpe ratio (SR) in a stochastic multi-armed bandit (MAB) setting. Unlike standard bandit formulations that maximize cumulative reward, SR optimization requires…
Early stopping is a simple and widely used method to prevent over-training neural networks. We develop theoretical results to reveal the relationship between the optimal early stopping time and model dimension as well as sample size of the…
The early solution path, which tracks the first few variables that enter the model of a selection procedure, is of profound importance to scientific discoveries. In practice, it is often statistically hopeless to identify all the important…
Foundation models have recently gained attention within the field of machine learning thanks to its efficiency in broad data processing. While researchers had attempted to extend this success to time series models, the main challenge is…
We introduce Scaffold Prompt Tuning (ScaPT), a novel prompt-based framework for adapting large-scale functional magnetic resonance imaging (fMRI) pre-trained models to downstream tasks, with high parameter efficiency and improved…
This work studies the behavior of shallow ReLU networks trained with the logistic loss via gradient descent on binary classification data where the underlying data distribution is general, and the (optimal) Bayes risk is not necessarily…
Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…
Early time classification algorithms aim to label a stream of features without processing the full input stream, while maintaining accuracy comparable to that achieved by applying the classifier to the entire input. In this paper, we…