Related papers: Misspecified Universal Learning

We study a broad class of assortment optimization problems in an offline and data-driven setting. In such problems, a firm lacks prior knowledge of the underlying choice model, and aims to determine an optimal assortment based on historical…

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Methods for analyzing or learning from "fuzzy data" have attracted increasing attention in recent years. In many cases, however, existing methods (for precise, non-fuzzy data) are extended to the fuzzy case in an ad-hoc manner, and without…

Probably the most important problem in machine learning is the preliminary biasing of a learner's hypothesis space so that it is small enough to ensure good generalisation from reasonable training sets, yet large enough that it contains a…

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

Unsupervised models can provide supplementary soft constraints to help classify new, "target" data since similar instances in the target set are more likely to share the same class label. Such models can also help detect possible…

Modern machine learning classifiers often exhibit vanishing classification error on the training set. They achieve this by learning nonlinear representations of the inputs that maps the data into linearly separable classes. Motivated by…

The phenomenon of data distribution evolving over time has been observed in a range of applications, calling the needs of adaptive learning algorithms. We thus study the problem of supervised gradual domain adaptation, where labeled data…

The problem of online prediction with sequential side information under logarithmic loss is studied, and general upper and lower bounds on the minimax regret incurred by the predictor is established. The upper bounds on the minimax regret…

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

A central goal of meta-learning is to find a learning rule that enables fast adaptation across a set of tasks, by learning the appropriate inductive bias for that set. Most meta-learning algorithms try to find a \textit{global} learning…

Data unlearning aims to remove the influence of specific training samples from a trained model without requiring full retraining. Unlike concept unlearning, data unlearning in diffusion models remains underexplored and often suffers from…

Due to the inherent imbalance in real-world datasets, na\"ive Empirical Risk Minimization (ERM) tends to bias the learning process towards the majority classes, hindering generalization to minority classes. To rebalance the learning…

Meta-learning, or "learning to learn", refers to techniques that infer an inductive bias from data corresponding to multiple related tasks with the goal of improving the sample efficiency for new, previously unobserved, tasks. A key…

Probabilistic classifiers are central for making informed decisions under uncertainty. Based on the maximum expected utility principle, optimal decision rules can be derived using the posterior class probabilities and misclassification…

Machine learning algorithms are increasingly used to inform critical decisions. There is a growing concern about bias, that algorithms may produce uneven outcomes for individuals in different demographic groups. In this work, we measure…

We study generalized Bayesian inference under misspecification, i.e. when the model is 'wrong but useful'. Generalized Bayes equips the likelihood with a learning rate $\eta$. We show that for generalized linear models (GLMs),…