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We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…

Machine Learning · Computer Science 2021-02-19 Elad Hazan , Karan Singh

Omnipredictors are simple prediction functions that encode loss-minimizing predictions with respect to a hypothesis class $H$, simultaneously for every loss function within a class of losses $L$. In this work, we give near-optimal learning…

Machine Learning · Statistics 2025-12-17 Princewill Okoroafor , Robert Kleinberg , Michael P. Kim

In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…

Machine Learning · Computer Science 2025-06-05 Adrian Müller , Jon Schneider , Stratis Skoulakis , Luca Viano , Volkan Cevher

Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…

Machine Learning · Computer Science 2024-08-12 Mari-Liis Allikivi , Joonas Järve , Meelis Kull

Post-hoc calibration methods are widely used to improve the reliability of probabilistic predictions from machine learning models. Despite their prevalence, a comprehensive theoretical understanding of these methods remains elusive,…

Machine Learning · Computer Science 2025-09-30 Kristina P. Sinaga , Arjun S. Nair

Online learning to rank is a core problem in machine learning. In Lattimore et al. (2018), a novel online learning algorithm was proposed based on topological sorting. In the paper they provided a set of self-normalized inequalities (a) in…

Machine Learning · Statistics 2020-01-22 Victor de la Pena , Haolin Zou

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

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

In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…

Machine Learning · Computer Science 2024-06-28 William Brown , Christos Papadimitriou , Tim Roughgarden

Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective…

Machine Learning · Computer Science 2019-10-29 Meelis Kull , Miquel Perello-Nieto , Markus Kängsepp , Telmo Silva Filho , Hao Song , Peter Flach

Online learning algorithms have been successfully used to design caching policies with sublinear regret in the total number of requests, with no statistical assumption about the request sequence. Most existing algorithms involve…

Machine Learning · Computer Science 2025-03-05 Younes Ben Mazziane , Francescomaria Faticanti , Sara Alouf , Giovanni Neglia

In next-generation communications and networks, machine learning (ML) models are expected to deliver not only accurate predictions but also well-calibrated confidence scores that reflect the true likelihood of correct decisions. This paper…

Machine Learning · Statistics 2025-11-21 Rashika Raina , Nidhi Simmons , David E. Simmons , Michel Daoud Yacoub , Trung Q. Duong

Since neural classifiers are known to be sensitive to adversarial perturbations that alter their accuracy, \textit{certification methods} have been developed to provide provable guarantees on the insensitivity of their predictions to such…

Machine Learning · Computer Science 2025-02-26 Cornelius Emde , Francesco Pinto , Thomas Lukasiewicz , Philip H. S. Torr , Adel Bibi

A new algorithm for regret minimization in online convex optimization is described. The regret of the algorithm after $T$ time periods is $O(\sqrt{T \log T})$ - which is the minimum possible up to a logarithmic term. In addition, the new…

Machine Learning · Computer Science 2023-07-24 Elad Hazan , Nimrod Megiddo

We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…

Statistics Theory · Mathematics 2026-03-06 Jiadong Liang , Zhimei Ren , Yuxin Chen

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

Machine Learning · Computer Science 2026-01-07 Hansung Choi , Daewon Seo

We provide a general mechanism to design online learning algorithms based on a minimax analysis within a drifting-games framework. Different online learning settings (Hedge, multi-armed bandit problems and online convex optimization) are…

Machine Learning · Computer Science 2014-10-31 Haipeng Luo , Robert E. Schapire

Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner,…

Machine Learning · Statistics 2016-05-17 Jie Shen , Huan Xu , Ping Li

We introduce a transformation framework that can be utilized to develop online algorithms with low $\epsilon$-approximate regret in the random-order model from offline approximation algorithms. We first give a general reduction theorem that…

Machine Learning · Computer Science 2023-10-27 Jing Dong , Yuichi Yoshida