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An agent operating in an unknown dynamical system must learn its dynamics from observations. Active information gathering accelerates this learning, but existing methods derive bespoke costs for specific modeling choices: dynamics models,…

Machine Learning · Computer Science 2026-01-30 Fernando Palafox , Jingqi Li , Jesse Milzman , David Fridovich-Keil

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

A distributed consensus algorithm for estimating the maximum value of the initial measurements in a sensor network with communication noise is proposed. In the absence of communication noise, max estimation can be done by updating the state…

Systems and Control · Computer Science 2016-02-04 Sai Zhang , Cihan Tepedelenlioglu , Mahesh K. Banavar , Andreas Spanias

Important advances have recently been achieved in developing procedures yielding uniformly valid inference for a low dimensional causal parameter when high-dimensional nuisance models must be estimated. In this paper, we review the…

Statistics Theory · Mathematics 2025-09-08 Niloofar Moosavi , Jenny Häggström , Xavier de Luna

Ensemble learning is characterized by flexibility, high precision, and refined structure. As a critical component within computational finance, option pricing with machine learning requires both high predictive accuracy and reduced…

Machine Learning · Computer Science 2025-06-09 Zeyuan Li , Qingdao Huang

In this paper, we study the contextual dynamic pricing problem where the market value of a product is linear in its observed features plus some market noise. Products are sold one at a time, and only a binary response indicating success or…

Machine Learning · Computer Science 2022-05-05 Jianqing Fan , Yongyi Guo , Mengxin Yu

This paper establishes theoretical bonafides for implicit concurrent multivariate effect evaluation--implicit concurrency for short---a broad and versatile computational learning efficiency thought to underlie general-purpose, non-local,…

Neural and Evolutionary Computing · Computer Science 2013-07-16 Keki M. Burjorjee

Supervised learning deals with the inference of a distribution over an output or label space $\CY$ conditioned on points in an observation space $\CX$, given a training dataset $D$ of pairs in $\CX \times \CY$. However, in a lot of…

Machine Learning · Computer Science 2007-11-15 Christos Dimitrakakis , Christian Savu-Krohn

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

We introduce a novel, biologically plausible local learning rule that provably increases the robustness of neural dynamics to noise in nonlinear recurrent neural networks with homogeneous nonlinearities. Our learning rule achieves higher…

Neurons and Cognition · Quantitative Biology 2022-10-12 Christopher H. Stock , Sarah E. Harvey , Samuel A. Ocko , Surya Ganguli

We study contextual dynamic pricing, where a decision maker posts personalized prices based on observable contexts and receives binary purchase feedback indicating whether the customer's valuation exceeds the price. Each valuation is…

Machine Learning · Computer Science 2025-08-15 Xueping Gong , Wei You , Jiheng Zhang

Virtually every organism gathers information about its noisy environment and builds models from that data, mostly using neural networks. Here, we use stochastic thermodynamics to analyse the learning of a classification rule by a neural…

Statistical Mechanics · Physics 2017-01-31 Sebastian Goldt , Udo Seifert

In this work, we show, for the well-studied problem of learning parity under noise, where a learner tries to learn $x=(x_1,\ldots,x_n) \in \{0,1\}^n$ from a stream of random linear equations over $\mathrm{F}_2$ that are correct with…

Machine Learning · Computer Science 2021-07-07 Sumegha Garg , Pravesh K. Kothari , Pengda Liu , Ran Raz

Reinforcement learning has achieved great success in various applications. To learn an effective policy for the agent, it usually requires a huge amount of data by interacting with the environment, which could be computational costly and…

Machine Learning · Computer Science 2020-06-16 Kun-Peng Ning , Sheng-Jun Huang

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

Machine Learning · Computer Science 2025-10-27 Maitreyi Swaroop , Tamar Krishnamurti , Bryan Wilder

Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…

Machine Learning · Computer Science 2023-09-13 Nian Si , Fan Zhang , Zhengyuan Zhou , Jose Blanchet

Decomposing knowledge into interchangeable pieces promises a generalization advantage when there are changes in distribution. A learning agent interacting with its environment is likely to be faced with situations requiring novel…

Machine Learning · Computer Science 2021-05-20 Kanika Madan , Nan Rosemary Ke , Anirudh Goyal , Bernhard Schölkopf , Yoshua Bengio

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Machine Learning · Computer Science 2026-04-16 Tomáš Kocák , Gergely Neu , Michal Valko

Deep neural networks exhibit a simplicity bias, a well-documented tendency to favor simple functions over complex ones. In this work, we cast new light on this phenomenon through the lens of the Minimum Description Length principle,…

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel