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0111 · Sep 201819922001200920172026
7 results for cross-learning

In the classical contextual bandits problem, in each round tt, a learner observes some context cc, chooses some action ii to perform, and receives some reward ri,t(c)r_{i,t}(c). We consider the variant of this problem where in addition to receiving the reward ri,t(c)r_{i,t}(c), the learner also learns the values of $r_{i,t}(c…

2018-09-25abs ↗pdf ↗

CLS measures dataset similarity through decision rule performance.

problem Measuring dataset similarity in machine learning, especially for transfer learning and domain adaptation.
method Cross-Learning Score (CLS) measures similarity through bidirectional generalization performance of decision rules, linking to cosine similarity under canonical linear models.
result CLS effectively measures dataset similarity and transferability, validated on synthetic and real-world datasets.

Optimal algorithm for contextual bandits with unknown context distributions.

problem Designing efficient algorithms for contextual bandits with unknown context distributions.
method Cross-learning setting, novel technique for coordinating multiple epochs.
result Nearly tight regret bound of O~(TK)\widetilde{O}(\sqrt{TK}) for learning to bid in first-price auctions and sleeping bandits.

This paper reviews forecast combinations over 50 years, highlighting their evolution and utility.

problem Improving forecast accuracy through combining multiple forecasts.
method Evolution of forecast combination methods, from simple to sophisticated.
result Forecast combinations have become a mainstream approach in forecasting.

Algorithm learns to bid optimally in repeated first-price auctions with censored feedback.

problem Learning to bid optimally in repeated first-price auctions with incomplete feedback.
method Developed an algorithm exploiting the specific feedback structure and payoff function of first-price auctions.
result Achieved a near-optimal O~(T)\widetilde{O}(\sqrt{T}) regret bound for first-price auctions.