Related papers: Multi-task Linear Regression without Eigenvalue Lo…
In reinforcement learning, we typically refer to unsupervised pre-training when we aim to pre-train a policy without a priori access to the task specification, i.e. rewards, to be later employed for efficient learning of downstream tasks.…
In this work we study the semi-supervised framework of confidence set classification with controlled expected size in minimax settings. We obtain semi-supervised minimax rates of convergence under the margin assumption and a H{\"o}lder…
Given a matrix $A\in \mathbb{R}^{n\times d}$ and a vector $b\in \mathbb{R}^n$, we consider the regression problem with $\ell_\infty$ guarantees: finding a vector $x'\in \mathbb{R}^d$ such that $ \|x'-x^*\|_\infty \leq…
Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…
Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…
With the rise of neural networks in various domains, multi-task learning (MTL) gained significant relevance. A key challenge in MTL is balancing individual task losses during neural network training to improve performance and efficiency…
We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time…
Motivated by multi-task and meta-learning approaches, we consider the problem of learning structure shared by tasks or users, such as shared low-rank representations or clustered structures. While all previous works focus on well-specified…
With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness…
Unsupervised learning has been widely used in many real-world applications. One of the simplest and most important unsupervised learning models is the Gaussian mixture model (GMM). In this work, we study the multi-task learning problem on…
In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…
Keeping risk under control is often more crucial than maximizing expected rewards in real-world decision-making situations, such as finance, robotics, autonomous driving, etc. The most natural choice of risk measures is variance, which…
We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…
Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…
Multi-Task Learning (MTL) has achieved success in various fields. However, how to balance different tasks to achieve good performance is a key problem. To achieve the task balancing, there are many works to carefully design dynamical…
We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach…
Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…
We consider the problem of distributed mean estimation (DME), in which $n$ machines are each given a local $d$-dimensional vector $x_v \in \mathbb{R}^d$, and must cooperate to estimate the mean of their inputs $\mu = \frac 1n\sum_{v = 1}^n…
In this paper we present new algorithms and analysis for the linear inverse sensor placement and scheduling problems over multiple time instances with power and communications constraints. The proposed algorithms, which deal directly with…
This paper addresses the integration of additional information sources into a Bayesian optimization framework while ensuring that safety constraints are satisfied. The interdependencies between these information sources are modeled using an…