Related papers: Confidence Sequences for Generalized Linear Models…
A confidence sequence (CS) is a sequence of confidence sets that contains a target parameter of an underlying stochastic process at any time step with high probability. This paper proposes a new approach to constructing CSs for means of…
An important problem in sequential decision-making under uncertainty is to use limited data to compute a safe policy, i.e., a policy that is guaranteed to perform at least as well as a given baseline strategy. In this paper, we develop and…
Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner…
We investigate the problem of cumulative regret minimization for individual sequence prediction with respect to the best expert in a finite family of size K under limited access to information. We assume that in each round, the learner can…
We propose the first parameter-free decentralized online learning algorithms with network regret guarantees, which achieve sublinear regret without requiring hyperparameter tuning. This family of algorithms connects multi-agent coin-betting…
Language models (LMs) should provide reliable confidence estimates to help users detect mistakes in their outputs and defer to human experts when necessary. Asking a language model to assess its confidence ("Score your confidence from…
To maintain user trust, large language models (LLMs) should signal low confidence on examples where they are incorrect, instead of misleading the user. The standard approach of estimating confidence is to use the softmax probabilities of…
We developed a statistical inference method applicable to a broad range of generalized linear models (GLMs) in high-dimensional settings, where the number of unknown coefficients scales proportionally with the sample size. Although a…
The Generalized Additive Model (GAM) is a powerful tool and has been well studied. This model class helps to identify additive regression structure. Via available test procedures one may identify the regression structure even sharper if…
This work proposes a machine-learning framework for modeling the error incurred by approximate solutions to parameterized dynamical systems. In particular, we extend the machine-learning error models (MLEM) framework proposed in Ref. 15 to…
Prediction sets provide a theoretically grounded framework for quantifying uncertainty in machine learning models. Adapting them to structured generation tasks, in particular, large language model (LLM) based code generation, remains a…
The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…
We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…
Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…
Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…
We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted…
We consider the problem of learning to play a repeated multi-agent game with an unknown reward function. Single player online learning algorithms attain strong regret bounds when provided with full information feedback, which unfortunately…
Large language models (LLMs) have demonstrated impressive performance on several tasks and are increasingly deployed in real-world applications. However, especially in high-stakes settings, it becomes vital to know when the output of an LLM…
We consider the problem of contextual online RLHF with general preferences, where the goal is to identify the Nash Equilibrium. We adopt the Generalized Bilinear Preference Model (GBPM) to capture potentially intransitive preferences via…
The likelihood for the parameters of a generalized linear mixed model involves an integral which may be of very high dimension. Because of this intractability, many approximations to the likelihood have been proposed, but all can fail when…