Related papers: Ranking and empirical minimization of U-statistics
A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…
We consider in this paper the multivariate regression problem, when the target regression matrix $A$ is close to a low rank matrix. Our primary interest in on the practical case where the variance of the noise is unknown. Our main…
We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…
Optimization over low rank matrices has broad applications in machine learning. For large scale problems, an attractive heuristic is to factorize the low rank matrix to a product of two much smaller matrices. In this paper, we study the…
We provide a statistical analysis of regularization-based continual learning on a sequence of linear regression tasks, with emphasis on how different regularization terms affect the model performance. We first derive the convergence rate…
While rankings are at the heart of social science research, little is known about how to analyze ranking data in experimental studies. This paper introduces a potential-outcomes framework to perform causal inference when outcome data are…
As machine learning is increasingly used to help make decisions, there is a demand for these decisions to be explainable. Arguably, the most explainable machine learning models use decision rules. This paper focuses on decision sets, a type…
In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…
Ranking is one of the most fundamental problems in machine learning with applications in many branches of computer science such as: information retrieval systems, recommendation systems, machine translation and computational biology.…
As machine learning being used increasingly in making high-stakes decisions, an arising challenge is to avoid unfair AI systems that lead to discriminatory decisions for protected population. A direct approach for obtaining a fair…
We generalize the notion of minimax convergence rate. In contrast to the standard definition, we do not assume that the sample size is fixed in advance. Allowing for varying sample size results in time-robust minimax rates and estimators.…
We study a ranking and selection problem of learning from choice-based feedback with dynamic assortments. In this problem, a company sequentially displays a set of items to a population of customers and collects their choices as feedback.…
Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not captured by worst-case analyses and has accordingly inspired…
Consider the following problem faced by an online voting platform: A user is provided with a list of alternatives, and is asked to rank them in order of preference using only drag-and-drop operations. The platform's goal is to recommend an…
Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…
Given a matrix the seriation problem consists in permuting its rows in such way that all its columns have the same shape, for example, they are monotone increasing. We propose a statistical approach to this problem where the matrix of…
Attribution and fact verification are critical challenges in natural language processing for assessing information reliability. While automated systems and Large Language Models (LLMs) aim to retrieve and select concise evidence to support…
We develop a new classification framework based on the theory of coherent risk measures and systemic risk. The proposed approach is suitable for multi-class problems when the data is noisy, scarce (relative to the dimension of the problem),…
In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradient descent applied to the dual problem and prove the…
Given a set of items and a set of evaluators who all individually rank them, how do we aggregate these evaluations into a single societal ranking? Work in social choice and statistics has produced many aggregation methods for this problem,…