相关论文: Exponential Weights Algorithms for Selective Learn…

In high-dimensional statistics, the Lasso is a cornerstone method for simultaneous variable selection and parameter estimation. However, its reliance on the squared loss function renders it highly sensitive to outliers and heavy-tailed…

Reweighting a distribution to minimize a distance to a target distribution is a powerful and flexible strategy for estimating a wide range of causal effects, but can be challenging in practice because optimal weights typically depend on…

We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…

In parametric Bayesian learning, a prior is assumed on the parameter $W$ which determines the distribution of samples. In this setting, Minimum Excess Risk (MER) is defined as the difference between the minimum expected loss achievable when…

Continual learning has emerged as a pivotal area of research, primarily due to its advantageous characteristic that allows models to persistently acquire and retain information. However, catastrophic forgetting can severely impair model…

In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…

We consider the problem of learning a mixture of linear regressions (MLRs). An MLR is specified by $k$ nonnegative mixing weights $p_1, \ldots, p_k$ summing to $1$, and $k$ unknown regressors $w_1,...,w_k\in\mathbb{R}^d$. A sample from the…

Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…

Static supervised learning-in which experimental data serves as a training sample for the estimation of an optimal treatment assignment policy-is a commonly assumed framework of policy learning. An arguably more realistic but challenging…

We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its…

We make progress on two important problems regarding attribute efficient learnability. First, we give an algorithm for learning decision lists of length $k$ over $n$ variables using $2^{\tilde{O}(k^{1/3})} \log n$ examples and time…

Consider the task of learning a hypothesis class $\mathcal{H}$ in the presence of an adversary that can replace up to an $\eta$ fraction of the examples in the training set with arbitrary adversarial examples. The adversary aims to fail the…

Prior knowledge can be used to improve predictive performance of learning algorithms or reduce the amount of data required for training. The same goal is pursued within the learning using privileged information paradigm which was recently…

While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…

We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Motivated by recent work on the experts problem in the streaming model, we consider the experts problem in the sliding window model. The sliding window model is a well-studied model that captures applications such as traffic monitoring,…

We propose a new discrete-time online parameter estimation algorithm that combines two different aspects, one that adds momentum, and another that includes a time-varying learning rate. It is well known that recursive least squares based…

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

With the increasing volume of data in the world, the best approach for learning from this data is to exploit an online learning algorithm. Online ensemble methods are online algorithms which take advantage of an ensemble of classifiers to…

When fitting the learning data of an individual to algorithm-like learning models, the observations are so dependent and non-stationary that one may wonder what the classical Maximum Likelihood Estimator (MLE) could do, even if it is the…