A new conformal prediction framework for two-stage models identifies stage-wise uncertainty.
problem Limited coverage guarantees and lack of modular structure understanding in existing conformal prediction methods.
method Decomposes prediction residuals into stage-specific components, calibrates parameters using FWER control, and adapts to non-stationary settings.
result Improves coverage and identifies stage-wise error contributions compared to standard conformal methods.
Study contextual bandits with stage-wise constraints, proving regret bounds and extending results.
problem Contextual bandits with stage-wise constraints in high probability and expectation settings.
method Upper-confidence bound algorithms for linear and non-linear reward/cost functions, extending to multiple constraints.
result Regret bounds for various settings, including non-linear reward/cost functions.
Two new algorithms optimize rewards while respecting safety constraints in sequential decisions.
problem Optimizing rewards with safety constraints in sequential decisions.
method Stage-wise conservative linear Thompson Sampling (SCLTS) and stage-wise conservative linear UCB (SCLUCB).
result Probabilistic regret bounds of order O(\sqrt{T} \log^{3/2}T) and O(\sqrt{T} \log T).
A new algorithm for identifying the best arm in linear feedback with safety constraints.
problem Identifying the best arm in linear feedback with safety constraints.
method A gap-based algorithm that ensures safety while minimizing sample complexity.
result The algorithm achieves meaningful sample complexity while ensuring safety.
AGGLIO optimizes non-convex functions with local convexity guarantees.
problem Optimizing non-convex functions with local convexity.
method Stage-wise, graduated optimization technique for locally convex functions.
result Global convergence to the global optimum for non-convex and locally convex objectives.
Recently, researchers utilize Knowledge Graph (KG) as side information in recommendation system to address cold start and sparsity issue and improve the recommendation performance. Existing KG-aware recommendation model use the feature of neighboring entities and structural information to update the embedding of curren…
Deep reinforcement learning for high dimensional, hierarchical control tasks usually requires the use of complex neural networks as functional approximators, which can lead to inefficiency, instability and even divergence in the training process. Here, we introduce stacked deep Q learning (SDQL), a flexible modularized…
New RL algorithm reduces policy switching cost to loglog(T) with similar regret.
problem Low policy switching cost in real-life RL applications.
method Stage-wise exploration and adaptive policy elimination.
result Regret of O(HSAloglogT) with O(HSAloglogT) switching cost. Effective medical test suggestions benefit both patients and physicians to conserve time and improve diagnosis accuracy. In this work, we show that an agent can learn to suggest effective medical tests. We formulate the problem as a stage-wise Markov decision process and propose a reinforcement learning method to train…
Unified framework for constrained online decision-making.
problem Sequential decisions under stage-wise feasibility constraints.
method Upper counterfactual confidence bounds and generalized eluder dimension.
result Principled foundation for constrained sequential decision-making.
As machine learning algorithms enter applications in industrial settings, there is increased interest in controlling their cpu-time during testing. The cpu-time consists of the running time of the algorithm and the extraction time of the features. The latter can vary drastically when the feature set is diverse. In this…
We study the problem of collaborative filtering where ranking information is available. Focusing on the core of the collaborative ranking process, the user and their community, we propose new models for representation of the underlying permutations and prediction of ranks. The first approach is based on the assumption …
This paper presents a simple method for a posteriori (historical) multi-variate multi-stage optimal trading under transaction costs and a diversification constraint. Starting from a given amount of money in some currency, we analyze the stage-wise optimal allocation over a time horizon with potential investments in mul…
The design and performance analysis of bandit algorithms in the presence of stage-wise safety or reliability constraints has recently garnered significant interest. In this work, we consider the linear stochastic bandit problem under additional \textit{linear safety constraints} that need to be satisfied at each round.…
We propose a neural architecture search (NAS) algorithm, Petridish, to iteratively add shortcut connections to existing network layers. The added shortcut connections effectively perform gradient boosting on the augmented layers. The proposed algorithm is motivated by the feature selection algorithm forward stage-wise …
DeRisk improves credit risk prediction using deep learning.
problem Challenges in training deep neural networks with real-world financial data.
method DeRisk, an effective deep learning framework for credit risk prediction.
result DeRisk outperforms statistical learning methods in credit risk prediction.
We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to perform a stage-wise optimization of a predictive loss function. We introduce new me…
MOMENT selects and estimates mixed-effects models using moment identities.
problem Selecting and estimating random-effects covariance matrix and fixed-effects coefficients in multiresponse linear mixed-effects models.
method MOMENT is a stage-wise moment-based framework that reduces the random-effects selection problem to a smooth constrained convex optimization problem.
result MOMENT performs competitively and can outperform separate univariate analyses for correlated responses.
Generative adversarial networks (GAN) have recently been shown to be efficient for speech enhancement. However, most, if not all, existing speech enhancement GANs (SEGAN) make use of a single generator to perform one-stage enhancement mapping. In this work, we propose to use multiple generators that are chained to perf…
TSL learns separable models to avoid signal cancellation and off-support extrapolation.
problem Signal cancellation and off-support extrapolation in additive models.
method Tensor Separation Learning (TSL) via stagewise greedy procedure with orthogonal refitting.
result TSL avoids information loss caused by marginalizing higher-order interactions.
Transformers learn to integrate information from past positions incrementally, specializing heads in distinct patterns.
problem How transformers learn to integrate information from multiple past positions with varying statistical significance.
method High-order Markov chain task, incremental learning, sparse attention patterns, simplified differential equations, stage-wise convergence, early stopping as regularizer.
result Transformers learn to specialize heads in distinct patterns, shifting from competitive to cooperative learning dynamics.
EPC curriculum improves MARL performance as agent population grows.
problem Challenges in learning good policies for large multi-agent systems.
method Evolutionary Population Curriculum (EPC) for scaling MARL.
result EPC consistently outperforms baselines as agent population increases.
IBP-R improves verified adversarial robustness with simple, effective interval bound propagation.
problem Improving verifiability of adversarially trained networks.
method Coupling adversarial attacks with interval bound propagation for minimized verification gap.
result State-of-the-art verified robustness-accuracy trade-offs for small perturbations on CIFAR-10.
Differentially private method for estimating individualized treatment rules.
problem Estimating individualized treatment rules while preserving privacy.
method Differentially private two-stage empirical risk minimization (DP-2ERM).
result Improved privacy-utility trade-off demonstrated through simulations and applications.
The paper develops a method to learn cost-optimal sequential testing policies from retrospective data.
problem Learning cost-optimal sequential decision policies from retrospective data with missing test results.
method Doubly robust Q-learning framework with path-specific inverse probability weights.
result The method reduces testing cost without compromising predictive accuracy.
The paper tackles fast rates in batch active learning with pool-based data.
problem Reduced adaptivity in batch active learning leads to suboptimal results.
method Proposes a stage-wise greedy algorithm that balances informativeness and diversity.
result The algorithm's excess risk matches minimax rates in standard statistical learning settings.
A semi-supervised framework using stochastic interpolation and latent representations.
problem Challenges in conditional generative modeling with scarce labeled data.
method Combines conditional stochastic interpolation with low-dimensional latent representations.
result Significantly improves sample complexity and achieves faster convergence rate.
CycleFQI tackles offline reinforcement learning for cyclic MDPs, mitigating state distribution mismatch.
problem Offline reinforcement learning for cyclic MDPs with heterogeneous dynamics and discount factors.
method CycleFQI decomposes the cyclic process into stage-wise sub-problems, using vector of stage-specific Q-functions.
result CycleFQI mitigates the curse of dimensionality and provides finite-sample suboptimality error bounds.
This paper proposes a boosting-based solution addressing metric learning problems for high-dimensional data. Distance measures have been used as natural measures of (dis)similarity and served as the foundation of various learning methods. The efficiency of distance-based learning methods heavily depends on the chosen d…
Inspired by the unsupervised learning or self-organization in the machine learning context, here we attempt to draw `learning curve' for the collective behavior of job-seeking `zero-intelligence' labors in successive job-hunting processes. Our labor market is supposed to be opened especially for university graduates in…
Transformers learn unseen tasks via prompts without fine-tuning.
problem Understanding how transformers learn unseen tasks without additional fine-tuning.
method Structured data model, gradient descent, two-phase convergence analysis.
result Transformers can learn linear function classes via in-context learning.
Unified method for input, data, and model uncertainty in neural networks.
problem Uncertainty in neural network inputs and outputs.
method Propagating uncertainty through inputs using a unified formulation.
result More stable decision boundaries with input noise, and propagation of input uncertainty to model outputs.
This paper benchmarks uncertainty disentanglement across various tasks.
problem Disentangling multiple sources of uncertainty for specialized tasks.
method Reimplemented and evaluated a wide range of uncertainty estimators.
result No existing approach provides disentangled uncertainty estimators in practice.
Guided Learning improves end-to-end modeling for multi-stage decision-making.
problem Challenges in training unified neural networks for multi-stage decision-making.
method Guided Learning framework with a guide function and utility function.
result Significant improvement in performance over traditional methods.
In this paper, we develop a novel {\bf ho}moto{\bf p}y {\bf s}moothing (HOPS) algorithm for solving a family of non-smooth problems that is composed of a non-smooth term with an explicit max-structure and a smooth term or a simple non-smooth term whose proximal mapping is easy to compute. The best known iteration compl…
Unified Bayesian framework for quantifying GNN uncertainty.
problem Quantifying uncertainty in GNN predictions due to modeling errors and measurement uncertainty.
method Unified Bayesian framework with aleatoric uncertainty from probabilistic links and feature noise, and epistemic uncertainty from model parameter distribution. Uses Assumed Density Filtering for aleatoric uncertainty and Monte Carlo dropout for model parameter uncertainty.
result Bayesian model performs similarly to frequentist model and provides additional uncertainty information.
Paper recovers uncertainty from dynamic valuation rules.
problem Recovering latent uncertainty from observable valuation rules.
method Developed procedures to identify and characterize uncertainty structures from valuation rules.
result Valuation rules contain sufficient information to identify and recover uncertainty structures.
Proposes a new criterion for reliable uncertainty estimation in deep neural networks.
problem Inability of existing approaches to provide reliable uncertainty estimates for deep neural networks.
method Develops a density uncertainty layer architecture that satisfies the proposed criterion.
result Density uncertainty layers provide more reliable uncertainty estimates and robust out-of-distribution detection.
Proposes a method to quantify uncertainty in graph neural networks for node classification.
problem Uncertainty in graph neural networks for node classification.
method Bayesian uncertainty propagation (BUP) method embedding GNNs in a Bayesian framework.
result Demonstrates superior performance of the proposed method on benchmark datasets.
Survey on uncertainty in ML and DL, covering sources, quantification, and decision-making.
problem Understanding and quantifying uncertainty in ML and DL for risk-sensitive applications.
method Structured review of literature, categorizing uncertainty, assessing uncertainty quantification techniques.
result Broadened scope of uncertainty discussion and updated DL uncertainty quantification methods.
Unified Uncertainty Calibration improves AI predictions by combining different types of uncertainty.
problem AI classifiers struggle with uncertainty, leading to miscalibrated predictions and poor performance.
method Unified Uncertainty Calibration (U2C) combines aleatoric and epistemic uncertainties to improve prediction quality.
result U2C outperforms traditional reject-or-classify methods across various ImageNet benchmarks.
New method combines ODE filters and numerical quadrature to propagate model uncertainty.
problem Propagation of model uncertainty in ODE solutions with uncertain parameters.
method Combining ODE filters with numerical quadrature.
result Effective propagation of both numerical and parametric uncertainty.
Paper decomposes risk into aleatoric and epistemic uncertainties and generates predictive uncertainty measures.
problem Unclear relationships between various predictive uncertainty measures in literature.
method Bayesian estimation to decompose risk into aleatoric and epistemic uncertainties, generating different predictive uncertainty measures.
result Experimental validation confirms usefulness of derived predictive uncertainty measures for detecting out-of-distribution and misclassified instances.
Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to distributional mismatch between the test and training data distributions. Differe…
New method estimates model uncertainty in regression.
problem Challenges in distinguishing aleatoric and epistemic uncertainty.
method Conditional predictions with model's initial output.
result Rigorous frequentist approach to epistemic uncertainty.
Introduces hierarchical uncertainty using U-sequences.
problem Tackles Ellsberg's paradox in multi-layer uncertainty.
method Uses category theory to construct U-sequences and endofunctors.
result Constructs a universal uncertainty space for multi-layer uncertainty.
Connects robust optimization to conformal prediction for uncertainty sets.
problem Decision-making under uncertainty in sensitive data.
method Defines Mahalanobis distance as a conformity score and generates conformal uncertainty sets.
result Conformal uncertainty sets provide valid and conservative ellipsoidal regions.
We propose orthogonality as a necessary condition for disentangling aleatoric and epistemic uncertainty.
problem Jointly estimating aleatoric and epistemic uncertainty is problematic and non-trivial.
method We propose orthogonality as a necessary condition for disentanglement and construct UDE to measure orthogonality and consistency.
result Orthogonality and consistency are necessary and sufficient criteria for disentanglement.