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We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

Ranking is one of the most fundamental problems in machine learning with applications in many branches of computer science such as: information retrieval systems, recommendation systems, machine translation and computational biology.…

Data Structures and Algorithms · Computer Science 2015-04-07 Krzysztof Choromanski

Where machine-learned predictive risk scores inform high-stakes decisions, such as bail and sentencing in criminal justice, fairness has been a serious concern. Recent work has characterized the disparate impact that such risk scores can…

Machine Learning · Computer Science 2019-06-04 Nathan Kallus , Angela Zhou

We construct and analyze active learning algorithms for the problem of binary classification with abstention. We consider three abstention settings: \emph{fixed-cost} and two variants of \emph{bounded-rate} abstention, and for each of them…

Machine Learning · Computer Science 2019-06-04 Shubhanshu Shekhar , Mohammad Ghavamzadeh , Tara Javidi

This paper studies algorithmic fairness when the protected attribute is location. To handle protected attributes that are continuous, such as age or income, the standard approach is to discretize the domain into predefined groups, and…

Machine Learning · Computer Science 2023-02-27 Dimitris Sacharidis , Giorgos Giannopoulos , George Papastefanatos , Kostas Stefanidis

Deterministically solving charged particle transport problems at a sufficient spatial and angular resolution is often prohibitively expensive, especially due to their highly forward peaked scattering. We propose a model order reduction…

Numerical Analysis · Mathematics 2025-01-13 Pia Stammer , Tiberiu Burlacu , Niklas Wahl , Danny Lathouwers , Jonas Kusch

In this paper, we consider the online vertex-weighted bipartite matching problem in the random arrival model. We consider the generalization of the RANKING algorithm for this problem introduced by Huang, Tang, Wu, and Zhang (TALG 2019), who…

Data Structures and Algorithms · Computer Science 2022-11-09 Billy Jin , David P. Williamson

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

There is a large body of work on convergence rates either in passive or active learning. Here we outline some of the results that have been obtained, more specifically in a nonparametric setting under assumptions about the smoothness and…

Machine Learning · Statistics 2021-05-05 Boris Ndjia Njike , Xavier Siebert

We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…

Methodology · Statistics 2017-01-23 Björn Görder , Michael Kolonko

We solve a sequential decision-making problem under uncertainty that takes into account the failure probability of a task. This problem cannot be handled by the stochastic shortest path problem, which is the standard model for sequential…

Optimization and Control · Mathematics 2024-09-26 Ritsusamuel Otsubo

In this paper, we consider large-scale ranking problems where one is given a set of (possibly non-redundant) pairwise comparisons and the underlying ranking explained by those comparisons is desired. We show that stochastic gradient descent…

Optimization and Control · Mathematics 2024-07-04 Benjamin Jarman , Lara Kassab , Deanna Needell , Alexander Sietsema

We study online classification under smoothed adversaries. In this setting, at each time point, the adversary draws an example from a distribution that has a bounded density with respect to a fixed base measure, which is known apriori to…

Machine Learning · Computer Science 2024-05-27 Vinod Raman , Unique Subedi , Ambuj Tewari

An active learner is given a class of models, a large set of unlabeled examples, and the ability to interactively query labels of a subset of these examples; the goal of the learner is to learn a model in the class that fits the data well.…

Machine Learning · Computer Science 2015-06-09 Kamalika Chaudhuri , Sham Kakade , Praneeth Netrapalli , Sujay Sanghavi

We study binary classification algorithms for which the prediction on any point is not too sensitive to individual examples in the dataset. Specifically, we consider the notions of uniform stability (Bousquet and Elisseeff, 2001) and…

Machine Learning · Computer Science 2020-09-24 Yuval Dagan , Vitaly Feldman

We study a ranking and selection problem of learning from choice-based feedback with dynamic assortments. In this problem, a company sequentially displays a set of items to a population of customers and collects their choices as feedback.…

Machine Learning · Computer Science 2025-01-03 Junwen Yang , Yifan Feng

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

Machine Learning · Computer Science 2023-03-01 Ziteng Cheng , Sebastian Jaimungal , Nick Martin