Related papers: Learning Truthful Mechanisms without Discretizatio…
Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…
In this work we introduce a new notion: local mechanisms. These are truthful mechanisms that have an implementation as fast distributed algorithms and non-trivial approximation guarantees. We show how monotone distributed optimisation…
This work addresses the problem of revenue maximization in a repeated, unlimited supply item-pricing auction while preserving buyer privacy. We present a novel algorithm that provides differential privacy with respect to the buyer's input…
The cornerstone of cognitive intelligence lies in extracting hidden patterns from observations and leveraging these principles to systematically predict future outcomes. However, current image tokenization methods demonstrate significant…
In this paper, we introduce PDE-LEARN, a novel deep learning algorithm that can identify governing partial differential equations (PDEs) directly from noisy, limited measurements of a physical system of interest. PDE-LEARN uses a Rational…
We propose a data-driven framework for learning reduced-order moment dynamics from PDE-governed systems using Neural ODEs. In contrast to derivative-based methods like SINDy, which necessitate densely sampled data and are sensitive to…
Traditional machine learning relies on explicit models and domain assumptions, limiting flexibility and interpretability. We introduce a model-free framework using surprisal (information theoretic uncertainty) to directly analyze and…
Algorithmic pricing raises a question of interpretation as well as intervention: when autonomous deep-learning pricing systems sustain supracompetitive prices, what strategic pattern have they learned, and how might market institutions…
Tensor decomposition of high-dimensional data often struggles to capture semantically or physically meaningful structures, particularly when relying on reconstruction objectives and fixed-rank constraints. We introduce a no-rank tensor…
Self-training based semi-supervised learning algorithms have enabled the learning of highly accurate deep neural networks, using only a fraction of labeled data. However, the majority of work on self-training has focused on the objective of…
Auctions are key for maximizing sellers' revenue and ensuring truthful bidding among buyers. Recently, an approach known as differentiable economics based on machine learning (ML) has shown promise in learning powerful auction mechanisms…
In offline reinforcement learning, agents are trained using only a fixed set of stored transitions derived from a source policy. However, this requires that the dataset be labeled by a reward function. In applied settings such as video game…
Linear regression is a fundamental tool for statistical analysis. This has motivated the development of linear regression methods that also satisfy differential privacy and thus guarantee that the learned model reveals little about any one…
Recently, neural networks have been widely applied for solving partial differential equations (PDEs). Although such methods have been proven remarkably successful on practical engineering problems, they have not been shown, theoretically or…
We consider a dynamic pricing problem for repeated contextual second-price auctions with multiple strategic buyers who aim to maximize their long-term time discounted utility. The seller has limited information on buyers' overall demand…
We consider a non-stochastic online learning approach to price financial options by modeling the market dynamic as a repeated game between the nature (adversary) and the investor. We demonstrate that such framework yields analogous…
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…
Deep learning has shown great potential in accelerating diffusion tensor imaging (DTI). Nevertheless, existing methods tend to suffer from Rician noise and eddy current, leading to detail loss in reconstructing the DTI-derived parametric…
Recent progress in deep learning has been driven by increasingly larger models. However, their computational and energy demands have grown proportionally, creating significant barriers to their deployment and to a wider adoption of deep…
Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…