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Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

In the field of online sequential decision-making, we address the problem with delays utilizing the framework of online convex optimization (OCO), where the feedback of a decision can arrive with an unknown delay. Unlike previous research…

Machine Learning · Computer Science 2024-02-26 Ping Wu , Heyan Huang , Zhengyang Liu

Online mirror descent (OMD) and dual averaging (DA) -- two fundamental algorithms for online convex optimization -- are known to have very similar (and sometimes identical) performance guarantees when used with a fixed learning rate. Under…

Machine Learning · Computer Science 2021-09-07 Huang Fang , Nicholas J. A. Harvey , Victor S. Portella , Michael P. Friedlander

We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown that if the hint…

Machine Learning · Computer Science 2020-10-05 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

Online continual learning (OCL) aims to train neural networks incrementally from a non-stationary data stream with a single pass through data. Rehearsal-based methods attempt to approximate the observed input distributions over time with a…

Machine Learning · Computer Science 2022-11-15 Yaqian Zhang , Bernhard Pfahringer , Eibe Frank , Albert Bifet , Nick Jin Sean Lim , Yunzhe Jia

This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…

Machine Learning · Computer Science 2026-05-15 Alexis Bose , Jonathan Ethier , Paul Guinand

We consider the dynamic resource allocation problem where the decision space is finite-dimensional, yet the solution must satisfy a large or even infinite number of constraints revealed via streaming data or oracle feedback. We model this…

Machine Learning · Computer Science 2026-03-18 Yiming Zong , Jiashuo Jiang

Greedy algorithms for feature selection are widely used for recovering sparse high-dimensional vectors in linear models. In classical procedures, the main emphasis was put on the sample complexity, with little or no consideration of the…

Machine Learning · Statistics 2021-02-11 El Mehdi Saad , Gilles Blanchard , Sylvain Arlot

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

In this paper, we consider an online distributed composite optimization problem over a time-varying multi-agent network that consists of multiple interacting nodes, where the objective function of each node consists of two parts: a loss…

Optimization and Control · Mathematics 2020-04-03 Deming Yuan , Yiguang Hong , Daniel W. C. Ho , Shengyuan Xu

When used in complex engineered systems, such as communication networks, artificial intelligence (AI) models should be not only as accurate as possible, but also well calibrated. A well-calibrated AI model is one that can reliably quantify…

Machine Learning · Computer Science 2022-12-16 Kfir M. Cohen , Sangwoo Park , Osvaldo Simeone , Shlomo Shamai

Online planning for partially observable Markov decision processes (POMDPs) provides efficient techniques for robot decision-making under uncertainty. However, existing methods fall short of preventing safety violations in dynamic…

Robotics · Computer Science 2024-09-10 Shili Sheng , Pian Yu , David Parker , Marta Kwiatkowska , Lu Feng

Online continual learning (OCL) refers to the ability of a system to learn over time from a continuous stream of data without having to revisit previously encountered training samples. Learning continually in a single data pass is crucial…

Machine Learning · Computer Science 2020-03-23 German I. Parisi , Vincenzo Lomonaco

Online convex optimization (OCO) is a widely used framework in online learning. In each round, the learner chooses a decision in a convex set and an adversary chooses a convex loss function, and then the learner suffers the loss associated…

Machine Learning · Computer Science 2024-04-02 Raunak Kumar , Sarah Dean , Robert Kleinberg

Online Convex Optimization plays a key role in large scale machine learning. Early approaches to this problem were conservative, in which the main focus was protection against the worst case scenario. But recently several algorithms have…

Machine Learning · Computer Science 2016-09-09 Parameswaran Kamalaruban

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Prediction-powered inference is a recent methodology for the safe use of black-box ML models to impute missing data, strengthening inference of statistical parameters. However, many applications require strong properties besides valid…

We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…

Methodology · Statistics 2021-12-10 Isaac Gibbs , Emmanuel Candès

This work develops new algorithms with rigorous efficiency guarantees for infinite horizon imitation learning (IL) with linear function approximation without restrictive coherence assumptions. We begin with the minimax formulation of the…

Machine Learning · Computer Science 2023-05-31 Luca Viano , Angeliki Kamoutsi , Gergely Neu , Igor Krawczuk , Volkan Cevher

Online imitation learning is the problem of how best to mimic expert demonstrations, given access to the environment or an accurate simulator. Prior work has shown that in the infinite sample regime, exact moment matching achieves value…