English
Related papers

Related papers: Hedging Memory Horizons for Non-Stationary Predict…

200 papers

Distributed learning of probabilistic models from multiple data repositories with minimum communication is increasingly important. We study a simple communication-efficient learning framework that first calculates the local maximum…

Machine Learning · Statistics 2014-10-13 Qiang Liu , Alexander Ihler

Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…

Machine Learning · Statistics 2015-03-04 Tim van Erven , Peter Grünwald , Wouter M. Koolen , Steven de Rooij

Machine learning models often encounter distribution shifts when deployed in the real world. In this paper, we focus on adaptation to label distribution shift in the online setting, where the test-time label distribution is continually…

Machine Learning · Computer Science 2022-01-06 Ruihan Wu , Chuan Guo , Yi Su , Kilian Q. Weinberger

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

Overparameterized models have recently challenged conventional learning theory by exhibiting improved generalization beyond the interpolation limit, a phenomenon known as benign overfitting. This work introduces Adaptive Benign Overfitting…

Statistical Finance · Quantitative Finance 2026-02-02 Luis Ontaneda Mijares , Nick Firoozye

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

Machine Learning · Statistics 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

Most existing random walk based network embedding methods often follow only one of two principles, homophily or structural equivalence. In real world networks, however, nodes exhibit a mixture of homophily and structural equivalence, which…

Social and Information Networks · Computer Science 2020-10-27 Chen Cui , Ning Yang , Philip S. Yu

Extracting actionable intelligence from distributed, heterogeneous, correlated and high-dimensional data sources requires run-time processing and learning both locally and globally. In the last decade, a large number of meta-learning…

Machine Learning · Computer Science 2016-11-01 Cem Tekin , Jinsung Yoon , Mihaela van der Schaar

Preference optimization is crucial for aligning large language models (LLMs) with human values and intentions. A significant challenge in this process is the distribution mismatch between pre-collected offline preference data and the…

Computation and Language · Computer Science 2026-03-02 Junming Yang , Ning Xu , Biao Liu , Shiqi Qiao , Xin Geng

We study online prediction for marginally stable, partially observed linear dynamical systems under nonstochastic disturbances. Our objective is to minimize the cumulative squared prediction loss and compete with the best-in-hindsight…

Machine Learning · Computer Science 2026-05-07 Chih-Fan Pai , Yang Zheng

Reinforcement Learning with Human Feedback (RLHF) has become crucial for aligning Large Language Models (LLMs) with human intent. However, existing offline RLHF approaches suffer from overoptimization, where language models degrade by…

Machine Learning · Computer Science 2026-04-20 Sharan Sahu , Martin T. Wells

Short-term load forecasting for AI data centers presents new challenges because it is computing-driven, with heterogeneous job arrivals, sizes, and durations exhibiting bursty, non-stationary dynamics. Compared with traditional load types,…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Ziying Wang , Ying Zhang , Lei Wang , Yuzhang Lin

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

Machine Learning · Statistics 2016-11-29 Dilin Wang , Qiang Liu

Streaming data often exhibit heterogeneity due to heteroscedastic variances or inhomogeneous covariate effects. Online renewable quantile and expectile regression methods provide valuable tools for detecting such heteroscedasticity by…

Methodology · Statistics 2026-02-27 Wei Cao , Shanshan Wanga , Xiaoxue Hua

Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…

Machine Learning · Computer Science 2017-09-12 Pooria Joulani , András György , Csaba Szepesvári

Aligning Large Language Models (LLMs) with human preferences is crucial, but standard methods like Reinforcement Learning from Human Feedback (RLHF) are often complex and unstable. In this work, we propose a new, simpler approach that…

Machine Learning · Computer Science 2026-01-27 Saeed Najafi , Alona Fyshe

Recent years have seen a shift towards learning-based methods for trajectory prediction, with challenges remaining in addressing uncertainty and capturing multi-modal distributions. This paper introduces Temporal Ensembling with…

Computer Vision and Pattern Recognition · Computer Science 2024-10-28 Kai-Yin Hong , Chieh-Chih Wang , Wen-Chieh Lin

A central problem in learning from sequential data is representing cumulative history in an incremental fashion as more data is processed. We introduce a general framework (HiPPO) for the online compression of continuous signals and…

Machine Learning · Computer Science 2020-10-26 Albert Gu , Tri Dao , Stefano Ermon , Atri Rudra , Christopher Re

We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

Machine Learning · Statistics 2021-10-12 Pranjal Awasthi , Abhimanyu Das , Rajat Sen , Ananda Theertha Suresh

Based on evidence gathered from a newly built large macroeconomic data set for the UK, labeled UK-MD and comparable to similar datasets for the US and Canada, it seems the most promising avenue for forecasting during the pandemic is to…

Econometrics · Economics 2021-03-02 Philippe Goulet Coulombe , Massimiliano Marcellino , Dalibor Stevanovic