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A recent line of work has shown a surprising connection between multicalibration, a multi-group fairness notion, and omniprediction, a learning paradigm that provides simultaneous loss minimization guarantees for a large family of loss…

Machine Learning · Computer Science 2023-07-19 Sumegha Garg , Christopher Jung , Omer Reingold , Aaron Roth

In this paper, we consider the related problems of multicalibration -- a multigroup fairness notion and omniprediction -- a simultaneous loss minimization paradigm, both in the distributional and online settings. The recent work of Garg et…

Machine Learning · Computer Science 2025-05-29 Haipeng Luo , Spandan Senapati , Vatsal Sharan

We study online multicalibration beyond the worst-case. We give a single, efficient algorithm which dynamically interpolates between benign and worst-case sequences by adaptively refining a dyadic grid of prediction values. Its error is…

Machine Learning · Computer Science 2026-05-22 Zhiming Huang , Jamie Morgenstern , Aaron Roth , Claire Jie Zhang

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

We prove tight lower bounds for online multicalibration, establishing an information-theoretic separation from marginal calibration. In the general setting where group functions can depend on both context and the learner's predictions, we…

Machine Learning · Computer Science 2026-04-27 Natalie Collina , Jiuyao Lu , Georgy Noarov , Aaron Roth

We study the online calibration of multi-dimensional forecasts over an arbitrary convex set $\mathcal{P} \subset \mathbb{R}^d$ relative to an arbitrary norm $\Vert\cdot\Vert$. We connect this with the problem of external regret minimization…

Machine Learning · Computer Science 2025-05-28 Maxwell Fishelson , Noah Golowich , Mehryar Mohri , Jon Schneider

We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and…

Machine Learning · Computer Science 2018-04-24 Elad Hazan , Wei Hu , Yuanzhi Li , Zhiyuan Li

Reinforcement Learning from Human Feedback (RLHF) is currently the leading approach for aligning large language models with human preferences. Typically, these models rely on extensive offline preference datasets for training. However,…

Machine Learning · Computer Science 2024-12-17 Avinandan Bose , Zhihan Xiong , Aadirupa Saha , Simon Shaolei Du , Maryam Fazel

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

We study online convex optimization with switching costs, a practically important but also extremely challenging problem due to the lack of complete offline information. By tapping into the power of machine learning (ML) based optimizers,…

Machine Learning · Computer Science 2022-04-25 Pengfei Li , Jianyi Yang , Shaolei Ren

Making calibrated online predictions is a central challenge in modern AI systems. Much of the existing literature focuses on fully adversarial environments where outcomes may be arbitrary, leading to conservative algorithms that can perform…

Machine Learning · Computer Science 2026-05-25 Junyan Liu , Haipeng Luo , Lillian J. Ratliff

While test-time scaling has enabled large language models to solve highly difficult tasks, state-of-the-art results come at exorbitant compute costs. These inefficiencies can be attributed to the miscalibration of post-trained language…

Machine Learning · Computer Science 2026-04-02 Cai Zhou , Zekai Wang , Menghua Wu , Qianyu Julie Zhu , Flora C. Shi , Chenyu Wang , Ashia Wilson , Tommi Jaakkola , Stephen Bates

Online linear programming (OLP) has found broad applications in revenue management and resource allocation. State-of-the-art OLP algorithms achieve low regret by repeatedly solving linear programming (LP) subproblems that incorporate…

Machine Learning · Statistics 2025-11-04 Jingruo Sun , Wenzhi Gao , Ellen Vitercik , Yinyu Ye

Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…

Machine Learning · Computer Science 2020-11-24 Tianhe Yu , Garrett Thomas , Lantao Yu , Stefano Ermon , James Zou , Sergey Levine , Chelsea Finn , Tengyu Ma

The $\ell_p$-norm objectives for correlation clustering present a fundamental trade-off between minimizing total disagreements (the $\ell_1$-norm) and ensuring fairness to individual nodes (the $\ell_\infty$-norm). Surprisingly, in the…

Machine Learning · Computer Science 2025-10-20 Sami Davies , Benjamin Moseley , Heather Newman

Motivated by energy management for micro-grids, we study convex optimization problems with uncertainty in the objective function and sequential decision making. To solve these problems, we propose a new framework called ``Online…

Optimization and Control · Mathematics 2020-08-25 Martijn H. H. Schoot Uiterkamp , Marco E. T. Gerards , Johann L. Hurink

We propose a method to solve online mixed-integer optimization (MIO) problems at very high speed using machine learning. By exploiting the repetitive nature of online optimization, we are able to greatly speedup the solution time. Our…

Optimization and Control · Mathematics 2021-03-24 Dimitris Bertsimas , Bartolomeo Stellato

We present an online post-hoc calibration method, called Online Platt Scaling (OPS), which combines the Platt scaling technique with online logistic regression. We demonstrate that OPS smoothly adapts between i.i.d. and non-i.i.d. settings…

Machine Learning · Computer Science 2023-08-21 Chirag Gupta , Aaditya Ramdas

To obtain a near-optimal policy with fewer interactions in Reinforcement Learning (RL), a promising approach involves the combination of offline RL, which enhances sample efficiency by leveraging offline datasets, and online RL, which…

Machine Learning · Computer Science 2024-11-18 Xiaoyu Wen , Xudong Yu , Rui Yang , Haoyuan Chen , Chenjia Bai , Zhen Wang

We study the online scheduling problem where the machines need to be calibrated before processing any jobs. To calibrate a machine, it will take $\lambda$ time steps as the activation time, and then the machine will remain calibrated status…

Data Structures and Algorithms · Computer Science 2022-02-18 Zuzhi Chen , Jialin Zhang
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