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We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has…

Machine Learning · Computer Science 2017-03-16 Dave Zachariah , Petre Stoica , Thomas B. Schön

We study the problem of conformal prediction in a novel online framework that directly optimizes efficiency. In our problem, we are given a target miscoverage rate $\alpha > 0$, and a time horizon $T$. On each day $t \le T$ an algorithm…

Machine Learning · Computer Science 2025-10-23 Vaidehi Srinivas

Consider an edge computing setting in which a user submits queries for the solution of a linear system to an edge processor, which is subject to time-varying computing availability. The edge processor applies a probabilistic linear solver…

Machine Learning · Statistics 2025-04-30 Qiushuo Hou , Sangwoo Park , Matteo Zecchin , Yunlong Cai , Guanding Yu , Osvaldo Simeone

We begin by presenting a simple lossy compressor operating at near-zero rate: The encoder merely describes the indices of the few maximal source components, while the decoder's reconstruction is a natural estimate of the source components…

Information Theory · Computer Science 2016-03-09 Albert No , Tsachy Weissman

Conformal prediction provides a principled framework for uncertainty quantification with finite-sample coverage guarantees. While recent work has extended conformal prediction to online and sequential settings, existing methods typically…

Machine Learning · Statistics 2026-05-14 Eduardo Ochoa Rivera , Ambuj Tewari

The primary goal of online change detection (OCD) is to promptly identify changes in the data stream. OCD problem find a wide variety of applications in diverse areas, e.g., security detection in smart grids and intrusion detection in…

Machine Learning · Statistics 2024-06-05 Yancheng Huang , Kai Yang , Zelin Zhu , Leian Chen

In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

Online change detection (OCD) aims to rapidly identify change points in streaming data and is critical in applications such as power system monitoring, wireless network sensing, and financial anomaly detection. Existing OCD methods…

Machine Learning · Computer Science 2025-11-18 Zelin Zhu , Yancheng Huang , Kai Yang

Conformal prediction is a framework that provides valid uncertainty quantification for general models with exchangeable data. However, in the online learning and time-series settings, exchangeability is not satisfied. Existing online…

Machine Learning · Computer Science 2026-05-11 Yuheng Lai , Garvesh Raskutti

Online conformal prediction enables the runtime calibration of a pre-trained artificial intelligence model using feedback on its performance. Calibration is achieved through set predictions that are updated via online rules so as to ensure…

Machine Learning · Computer Science 2025-07-08 Bowen Wang , Matteo Zecchin , Osvaldo Simeone

The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…

Optimization and Control · Mathematics 2020-05-08 Shuhao Yan , Mark Cannon , Paul Goulart

This paper addresses source component shift adaptation, aiming to update predictions adapting to source component shifts for incoming data streams based on past training data. Existing online learning methods often fail to utilize recurring…

Machine Learning · Computer Science 2025-08-15 Ryuta Matsuno

Consider a lossy compression system with $\ell$ distributed encoders and a centralized decoder. Each encoder compresses its observed source and forwards the compressed data to the decoder for joint reconstruction of the target signals under…

Information Theory · Computer Science 2018-07-19 Yizhong Wang , Li Xie , Xuan Zhang , Jun Chen

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…

Machine Learning · Computer Science 2026-04-21 Junyoung Yang , Kyungmin Kim , Sangdon Park

This paper address the optimal voltage control problem of distribution systems with high penetration of inverter-based renewable energy resources, under inaccurate model information. We propose the online exponential barrier method that…

Optimization and Control · Mathematics 2025-10-14 Peng Zhang , Baosen Zhang

Due to the fundamental connection between next-symbol prediction and compression, modern predictive models, such as large language models (LLMs), can be combined with entropy coding to achieve compression rates that surpass those of…

Information Theory · Computer Science 2026-01-27 Cordelia Hu , Jennifer Tang

We consider a novel lossy compression approach based on unconditional diffusion generative models, which we call DiffC. Unlike modern compression schemes which rely on transform coding and quantization to restrict the transmitted…

Machine Learning · Statistics 2023-01-03 Lucas Theis , Tim Salimans , Matthew D. Hoffman , Fabian Mentzer

Lossy compression algorithms aim to compactly encode images in a way which enables to restore them with minimal error. We show that a key limitation of existing algorithms is that they rely on error measures that are extremely sensitive to…

Computer Vision and Pattern Recognition · Computer Science 2018-04-13 Tamar Rott Shaham , Tomer Michaeli

We study the problem of online convex optimization (OCO) under unknown linear constraints that are either static, or stochastically time-varying. For this problem, we introduce an algorithm that we term Optimistically Safe OCO (OSOCO) and…

Machine Learning · Computer Science 2025-07-16 Spencer Hutchinson , Tianyi Chen , Mahnoosh Alizadeh

Conformance checking (CC) techniques of the process mining field gauge the conformance of the sequence of events in a case with respect to a business process model, which simply put is an amalgam of certain behavioral relations or rules.…

Software Engineering · Computer Science 2021-12-28 Rashid Zaman , Marwan Hassani , Boudewijn F. van Dongen