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We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…

Machine Learning · Statistics 2015-04-01 Aditya Gopalan , Shie Mannor

We try to establish a unified information theoretic approach to learning and to explore some of its applications. First, we define {\em predictive information} as the mutual information between the past and the future of a time series,…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ilya Nemenman

We introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base classifier to random projections of the feature vectors into a lower-dimensional space. In one…

Methodology · Statistics 2017-06-06 Timothy I. Cannings , Richard J. Samworth

One important partition of algorithms for controlling the false discovery rate (FDR) in multiple testing is into offline and online algorithms. The first generally achieve significantly higher power of discovery, while the latter allow…

Methodology · Statistics 2021-03-05 Tijana Zrnic , Daniel L. Jiang , Aaditya Ramdas , Michael I. Jordan

While standard statistical inference techniques and machine learning generalization bounds assume that tests are run on data selected independently of the hypotheses, practical data analysis and machine learning are usually iterative and…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Lorenzo De Stefani , Eli Upfal

As algorithms increasingly inform and influence decisions made about individuals, it becomes increasingly important to address concerns that these algorithms might be discriminatory. The output of an algorithm can be discriminatory for many…

Machine Learning · Computer Science 2018-03-19 Úrsula Hébert-Johnson , Michael P. Kim , Omer Reingold , Guy N. Rothblum

We address a common problem in large-scale data analysis, and especially the field of genetics, the huge-scale testing problem, where millions to billions of hypotheses are tested together creating a computational challenge to perform…

Methodology · Statistics 2015-01-22 Vered Madar , Sandra Batista

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

Machine Learning · Computer Science 2025-01-10 Mohsen Rashki

We examine the relationship between the mutual information between the output model and the empirical sample and the generalization of the algorithm in the context of stochastic convex optimization. Despite increasing interest in…

Machine Learning · Computer Science 2024-01-17 Roi Livni

This paper generalizes an important result from the PAC-Bayesian literature for binary classification to the case of ensemble methods for structured outputs. We prove a generic version of the \Cbound, an upper bound over the risk of models…

Machine Learning · Statistics 2015-06-16 François Laviolette , Emilie Morvant , Liva Ralaivola , Jean-Francis Roy

Here we argue that the notion of falsifiability, a key concept in defining a valid scientific theory, can be quantified using Bayesian Model Selection, which is a standard tool in modern statistics. This relates falsifiability to the…

History and Philosophy of Physics · Physics 2015-06-03 Ilya Nemenman

We report on a series of experiments in which all decision trees consistent with the training data are constructed. These experiments were run to gain an understanding of the properties of the set of consistent decision trees and the…

Artificial Intelligence · Computer Science 2008-02-03 P. M. Murphy , M. J. Pazzani

Several Radio Resource Management (RRM) use cases can be framed as sequential decision planning problems, where an agent (the base station, typically) makes decisions that influence the network utility and state. While Reinforcement…

Networking and Internet Architecture · Computer Science 2024-05-31 Lorenzo Maggi , Matthew Andrews , Ryo Koblitz

Prior knowledge on properties of a target model often come as discrete or combinatorial descriptions. This work provides a unified computational framework for defining norms that promote such structures. More specifically, we develop…

Machine Learning · Statistics 2019-04-11 Amin Jalali , Adel Javanmard , Maryam Fazel

We develop a unified Data Processing Inequality PAC-Bayesian framework -- abbreviated DPI-PAC-Bayesian -- for deriving generalization error bounds in the supervised learning setting. By embedding the Data Processing Inequality (DPI) into…

Information Theory · Computer Science 2025-08-26 Muhan Guan , Farhad Farokhi , Jingge Zhu

The Random Batch Method (RBM) is an effective technique to reduce the computational complexity when solving certain stochastic differential problems (SDEs) involving interacting particles. It can transform the computational complexity from…

Numerical Analysis · Mathematics 2024-12-23 Yanshun Zhao , Jingrun Chen , Zhiwen Zhang

Artificial intelligence nowadays plays an increasingly prominent role in our life since decisions that were once made by humans are now delegated to automated systems. A machine learning algorithm trained based on biased data, however,…

Machine Learning · Computer Science 2020-09-29 Chen Zhao , Changbin Li , Jincheng Li , Feng Chen

As the volume and complexity of data continue to expand across various scientific disciplines, the need for robust methods to account for the multiplicity of comparisons has grown widespread. A popular measure of type 1 error rate in…

Methodology · Statistics 2024-11-19 Jianliang He , Bowen Gang , Luella Fu

We investigate the evidence/flexibility (i.e., "Occam") paradigm and demonstrate the theoretical and empirical consistency of Bayesian evidence for the task of determining an appropriate generative model for network data. This model…

Methodology · Statistics 2024-05-09 Tianyu Wang , Zachary M. Pisano , Carey E. Priebe