相关论文: An Elementary Predictor Obtaining $2\sqrt{T}+1$ Di…
Classifier calibration does not always go hand in hand with the classifier's ability to separate the classes. There are applications where good classifier calibration, i.e. the ability to produce accurate probability estimates, is more…
Model calibration usually requires optimizing some parameters (e.g., temperature) w.r.t an objective function (e.g., negative log-likelihood). In this paper, we report a plain, important but often neglected fact that the objective function…
Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…
We revisit the common practice of evaluating adaptation of Online Continual Learning (OCL) algorithms through the metric of online accuracy, which measures the accuracy of the model on the immediate next few samples. However, we show that…
Following a line of work that takes advantage of vast machine-learned data to enhance online algorithms with (possibly erroneous) information about future inputs, we consider predictions in the context of deterministic algorithms for the…
In order to identify expertise, forecasters should not be tested by their calibration score, which can always be made arbitrarily small, but rather by their Brier score. The Brier score is the sum of the calibration score and the refinement…
This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step $t$. We propose…
A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with…
In the online metric matching problem, $n$ servers and $n$ requests lie in a metric space. Servers are available upfront, and requests arrive sequentially. An arriving request must be matched immediately and irrevocably to an available…
We study the problem of prediction with expert advice when the number of experts in question may be extremely large or even infinite. We devise an algorithm that obtains a tight regret bound of $\widetilde{O}(\epsilon T + N + \sqrt{NT})$,…
We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise. Recent applications in machine learning motivate the need to understand finite-time error rates, but conventional stochastic approximation…
A decision-theoretic characterization of perfect calibration is that an agent seeking to minimize a proper loss in expectation cannot improve their outcome by post-processing a perfectly calibrated predictor. Hu and Wu (FOCS'24) use this to…
Proper confidence calibration of deep neural networks is essential for reliable predictions in safety-critical tasks. Miscalibration can lead to model over-confidence and/or under-confidence; i.e., the model's confidence in its prediction…
The field of algorithms with predictions incorporates machine learning advice in the design of online algorithms to improve real-world performance. A central consideration is the extent to which predictions can be trusted -- while existing…
In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…
Quantum error correcting codes have a distance parameter, conveying the minimum number of single spin errors that could cause error correction to fail. However, the success thresholds of finite per-qubit error rate that have been proven for…
Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219--255] have recently shown that this EL estimator exhibits desirable…
We resolve the long-standing "impossible tuning" issue for the classic expert problem and show that, it is in fact possible to achieve regret $O\left(\sqrt{(\ln d)\sum_t \ell_{t,i}^2}\right)$ simultaneously for all expert $i$ in a $T$-round…
Prediction with expert advice is a foundational problem in online learning. In instances with $T$ rounds and $n$ experts, the classical Multiplicative Weights Update method suffers at most $\sqrt{(T/2)\ln n}$ regret when $T$ is known…
The aim of this paper is to design computationally-efficient and optimal algorithms for the online and stochastic exp-concave optimization settings. Typical algorithms for these settings, such as the Online Newton Step (ONS), can guarantee…