Related papers: The Sample Complexity of Multicalibration

We present a framework and analysis of consistent binary classification for complex and non-decomposable performance metrics such as the F-measure and the Jaccard measure. The proposed framework is general, as it applies to both batch and…

Intuitively, unfamiliarity should lead to lack of confidence. In reality, current algorithms often make highly confident yet wrong predictions when faced with relevant but unfamiliar examples. A classifier we trained to recognize gender is…

We study the oracle complexity of finding $\varepsilon$-Pareto stationary points in smooth multiobjective optimization with $m$ objectives. Progress is measured by the Pareto stationarity gap $\mathcal{G}(x)$, the norm of the best convex…

We study the out-of-sample properties of robust empirical optimization problems with smooth $\phi$-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness…

We present connections between the recent literature on multigroup fairness for prediction algorithms and classical results in computational complexity. Multiaccurate predictors are correct in expectation on each member of an arbitrary…

In this paper, we study meta learning for support (i.e., the set of non-zero entries) recovery in high-dimensional precision matrix estimation where we reduce the sufficient sample complexity in a novel task with the information learned…

Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…

Multicalibration extends classical calibration by requiring predictions to be unbiased over a rich collection of functions, encompassing both prediction slices and subpopulations. It has emerged as a powerful framework for fairness,…

We consider online prediction of a binary sequence with expert advice. For this setting, we devise label-efficient forecasting algorithms, which use a selective sampling scheme that enables collecting much fewer labels than standard…

Multicalibration is a notion of fairness for predictors that requires them to provide calibrated predictions across a large set of protected groups. Multicalibration is known to be a distinct goal than loss minimization, even for simple…

In this paper, we study the problem of distributed mean estimation with 1-bit communication constraints. We propose a mean estimator that is based on (randomized and sequentially-chosen) interval queries, whose 1-bit outcome indicates…

Important tasks like record linkage and extreme classification demonstrate extreme class imbalance, with 1 minority instance to every 1 million or more majority instances. Obtaining a sufficient sample of all classes, even just to achieve…

We prove finite sample complexities for sequential Monte Carlo (SMC) algorithms which require only local mixing times of the associated Markov kernels. Our bounds are particularly useful when the target distribution is multimodal and global…

Estimates of heterogeneous treatment effects such as conditional average treatment effects (CATEs) and conditional quantile treatment effects (CQTEs) play an important role in real-world decision making. Given this importance, one should…

Discovery of an accurate causal Bayesian network structure from observational data can be useful in many areas of science. Often the discoveries are made under uncertainty, which can be expressed as probabilities. To guide the use of such…

Many modern tools in machine learning and signal processing, such as sparse dictionary learning, principal component analysis (PCA), non-negative matrix factorization (NMF), $K$-means clustering, etc., rely on the factorization of a matrix…

Bilevel optimization minimizes an objective function, defined by an upper-level problem whose feasible region is the solution of a lower-level problem. We study the oracle complexity of finding an $\epsilon$-stationary point with…

In machine learning, the selection of a promising model from a potentially large number of competing models and the assessment of its generalization performance are critical tasks that need careful consideration. Typically, model selection…

Model calibration usually requires optimizing some parameters (e.g., temperature) w.r.t an objective function (e.g., negative log-likelihood). In this paper, we report a plain, important but often neglected fact that the objective function…

In this paper, we propose new problem-independent lower bounds on the sample complexity and regret in episodic MDPs, with a particular focus on the non-stationary case in which the transition kernel is allowed to change in each stage of the…