Related papers: Flexible Learning via Noise Reduction
We consider the problem of optimal dynamic information acquisition from many correlated information sources. Each period, the decision-maker jointly takes an action and allocates a fixed number of observations across the available sources.…
Stochastic optimization is one of the central problems in Machine Learning and Theoretical Computer Science. In the standard model, the algorithm is given a fixed distribution known in advance. In practice though, one may acquire at a cost…
Knowledge of the noise distribution in diffusion MRI is the centerpiece to quantify uncertainties arising from the acquisition process. Accurate estimation beyond textbook distributions often requires information about the acquisition…
We introduce a new cost function over experiments, f-information, based on the theory of multivariate statistical divergences, that generalizes Sims's classic model of rational inattention as well as the class of posterior-separable cost…
We study classification problems where features are corrupted by noise and where the magnitude of the noise in each feature is influenced by the resources allocated to its acquisition. This is the case, for example, when multiple sensors…
We study the prophet inequality, a fundamental problem in online decision-making and optimal stopping, in a practical setting where rewards are observed only through noisy realizations and reward distributions are unknown. At each stage,…
Self-supervised learning is an increasingly popular approach to unsupervised learning, achieving state-of-the-art results. A prevalent approach consists in contrasting data points and noise points within a classification task: this requires…
A sender persuades a strategically naive decisionmaker (DM) by committing privately to an experiment. Sender's choice of experiment is unknown to the DM, who must form her posterior beliefs nonparametrically by applying some learning rule…
In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual…
I consider the tradeoff between the information gained about an initially unknown quantum state, and the disturbance caused to that state by the measurement process. I show that for any distribution of initial states, the…
Learning a parametric model of a data distribution is a well-known statistical problem that has seen renewed interest as it is brought to scale in deep learning. Framing the problem as a self-supervised task, where data samples are…
We consider the problem of Probably Approximate Correct (PAC) learning of a binary classifier from noisy labeled examples acquired from multiple annotators (each characterized by a respective classification noise rate). First, we consider…
Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…
We study the problem of learning revenue-optimal multi-bidder auctions from samples when the samples of bidders' valuations can be adversarially corrupted or drawn from distributions that are adversarially perturbed. First, we prove tight…
We consider a model where an agent has a repeated decision to make and wishes to maximize their total payoff. Payoffs are influenced by an action taken by the agent, but also an unknown state of the world that evolves over time. Before…
Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…
Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust…
We propose a reinforcement learning based approach to tackle the cost-sensitive learning problem where each input feature has a specific cost. The acquisition process is handled through a stochastic policy which allows features to be…
Sensitivity to adversarial noise hinders deployment of machine learning algorithms in security-critical applications. Although many adversarial defenses have been proposed, robustness to adversarial noise remains an open problem. The most…
Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…