相关论文: Observational Multiplicity

Network interference has attracted significant attention in the field of causal inference, encapsulating various sociological behaviors where the treatment assigned to one individual within a network may affect the outcomes of others, such…

We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time.…

We consider the problem of model multiplicity in downstream decision-making, a setting where two predictive models of equivalent accuracy cannot agree on the best-response action for a downstream loss function. We show that even when the…

This paper investigates the combination of model predictive control (MPC) concepts and posterior sampling techniques and proposes a simple constraint tightening technique to introduce cautiousness during explorative learning episodes. The…

We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…

Traditional approaches to ensure group fairness in algorithmic decision making aim to equalize ``total'' error rates for different subgroups in the population. In contrast, we argue that the fairness approaches should instead focus only on…

This paper begins with a study on the dual representations of risk and regret measures and their impact on modeling multistage decision making under uncertainty. A relationship between risk envelopes and regret envelopes is established by…

Common practice in modern machine learning involves fitting a large number of parameters relative to the number of observations. These overparameterized models can exhibit surprising generalization behavior, e.g., ``double descent'' in the…

In many applications, especially those involving prediction, models may yield near-optimal performance yet significantly disagree on individual-level outcomes. This phenomenon, known as predictive multiplicity, has been formally defined in…

Large language models (LLMs) have recently gained much popularity due to their surprising ability at generating human-like English sentences. LLMs are essentially predictors, estimating the probability of a sequence of words given the past.…

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

The construction of multiclass classifiers from binary elements is studied in this paper, and performance is quantified by the regret, defined with respect to the Bayes optimal log-loss. We discuss two known methods. The first is one vs.…

The filtering problem of causally estimating a desired signal from a related observation signal is investigated through the lens of regret optimization. Classical filter designs, such as $\mathcal H_2$ (Kalman) and $\mathcal H_\infty$,…

In this article we demonstrate how algorithmic probability theory is applied to situations that involve uncertainty. When people are unsure of their model of reality, then the outcome they observe will cause them to update their beliefs. We…

Model selection often aims to choose a single model, assuming that the form of the model is correct. However, there may be multiple possible underlying explanatory patterns in a set of predictors that could explain a response. Model…

We introduce Complexity as Advantage (CAA), a framework that defines the complexity of a system relative to a family of observers. Instead of measuring complexity as an intrinsic property, we evaluate how much predictive regret a system…

The purpose of this paper is to provide further understanding into the structure of the sequential allocation ("stochastic multi-armed bandit", or MAB) problem by establishing probability one finite horizon bounds and convergence rates for…

We study the effects of approximate inference on the performance of Thompson sampling in the $k$-armed bandit problems. Thompson sampling is a successful algorithm for online decision-making but requires posterior inference, which often…

Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…

We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…