相关论文: Efficient Methods for Online Multiclass Logistic R…

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Reinforcement learning (RL) has emerged as a promising strategy for finetuning small language models (SLMs) to solve targeted tasks such as math and coding. However, RL algorithms tend to be resource-intensive, taking a significant amount…

We consider online algorithms under both the competitive ratio criteria and the regret minimization one. Our main goal is to build a unified methodology that would be able to guarantee both criteria simultaneously. For a general class of…

The estimation of class prevalence, i.e., the fraction of a population that belongs to a certain class, is a very useful tool in data analytics and learning, and finds applications in many domains such as sentiment analysis, epidemiology,…

Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…

This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank…

Multimodal learning (MML) is significantly constrained by modality imbalance, leading to suboptimal performance in practice. While existing approaches primarily focus on balancing the learning of different modalities to address this issue,…

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

We investigate theory and algorithms for pool-based active learning for multiclass classification using multinomial logistic regression. Using finite sample analysis, we prove that the Fisher Information Ratio (FIR) lower and upper bounds…

We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…

We study the placement of virtual functions aimed at minimizing the cost. We propose a novel algorithm, using ideas based on multi-armed bandits. We prove that these algorithms learn the optimal placement policy rapidly, and their regret…

Logistic regression remains one of the most widely used tools in applied statistics, machine learning and data science. However, in moderately high-dimensional problems, where the number of features $d$ is a non-negligible fraction of the…

We explore the use of expert-guided bandit learning, which we refer to as online mixture-of-experts (OMoE). In this setting, given a context, a candidate committee of experts must determine how to aggregate their outputs to achieve optimal…

We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…

In this paper, we study adaptive online convex optimization, and aim to design a universal algorithm that achieves optimal regret bounds for multiple common types of loss functions. Existing universal methods are limited in the sense that…

Large and complex datasets are often collected from several, possibly heterogeneous sources. Multitask learning methods improve efficiency by leveraging commonalities across datasets while accounting for possible differences among them.…

We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filter. In the case of unknown systems, existing approaches based…

In recent years, a certain type of problems have become of interest where one wants to query a trained classifier. Specifically, one wants to find the closest instance to a given input instance such that the classifier's predicted label is…