Related papers: Tight Generalization Bounds for Noiseless Inverse …

We consider the problem of performing inverse reinforcement learning when the trajectory of the expert is not perfectly observed by the learner. Instead, a noisy continuous-time observation of the trajectory is provided to the learner. This…

Neural networks are not learning optimal decision boundaries. We show that decision boundaries are situated in areas of low training data density. They are impacted by few training samples which can easily lead to overfitting. We provide a…

We consider a popular family of constrained optimization problems arising in machine learning that involve optimizing a non-decomposable evaluation metric with a certain thresholded form, while constraining another metric of interest.…

Algorithms typically come with tunable parameters that have a considerable impact on the computational resources they consume. Too often, practitioners must hand-tune the parameters, a tedious and error-prone task. A recent line of research…

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Generalization error bounds are critical to understanding the performance of machine learning models. In this work, building upon a new bound of the expected value of an arbitrary function of the population and empirical risk of a learning…

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender…

We study a localized notion of uniform convergence known as an "optimistic rate" (Panchenko 2002; Srebro et al. 2010) for linear regression with Gaussian data. Our refined analysis avoids the hidden constant and logarithmic factor in…

We introduce Neural Optimal Design of Experiments, a learning-based framework for optimal experimental design in inverse problems that avoids classical bilevel optimization and indirect sparsity regularization. NODE jointly trains a neural…

We consider the problem of contextual bandits where actions are subsets of a ground set and mean rewards are modeled by an unknown monotone submodular function that belongs to a class $\mathcal{F}$. We allow time-varying matroid constraints…

This paper considers stochastic linear bandits with general nonlinear constraints. The objective is to maximize the expected cumulative reward over horizon $T$ subject to a set of constraints in each round $\tau\leq T$. We propose a…

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Out-of-distribution (OOD) generalisation is challenging because it involves not only learning from empirical data, but also deciding among various notions of generalisation, e.g., optimising the average-case risk, worst-case risk, or…

The generalization bound is a crucial theoretical tool for assessing the generalizability of learning methods and there exist vast literatures on generalizability of normal learning, adversarial learning, and data poisoning. Unlike other…

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

Bayesian optimization usually assumes that a Bayesian prior is given. However, the strong theoretical guarantees in Bayesian optimization are often regrettably compromised in practice because of unknown parameters in the prior. In this…

We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…