Uniform regret bounds over for the sequential linear regression problem with the square loss

P Gaillard, S Gerchinovitz, M Huard… - Algorithmic Learning …, 2019 - proceedings.mlr.press
We consider the setting of online linear regression for arbitrary deterministic sequences, with
the square loss. We are interested in the aim set by Bartlett et al.(2015): obtain regret …

Calibrating sales forecasts in a pandemic using competitive online nonparametric regression

D Simchi-Levi, R Sun, MX Wu… - Management Science, 2024 - pubsonline.informs.org
Motivated by our collaboration with Anheuser-Busch InBev (AB InBev), a consumer
packaged goods (CPG) company, we consider the problem of forecasting sales under the …

Optimal pac bounds without uniform convergence

I Aden-Ali, Y Cherapanamjeri, A Shetty… - 2023 IEEE 64th …, 2023 - ieeexplore.ieee.org
In statistical learning theory, determining the sample complexity of realizable binary
classification for VC classes was a long-standing open problem. The results of Simon [1] and …

A safe Hosmer-Lemeshow test

A Henzi, M Puke, T Dimitriadis, J Ziegel - arXiv preprint arXiv:2203.00426, 2022 - arxiv.org
This article proposes an alternative to the Hosmer-Lemeshow (HL) test for evaluating the
calibration of probability forecasts for binary events. The approach is based on e-values, a …

Spatially adaptive online prediction of piecewise regular functions

S Chatterjee, S Goswami - arXiv preprint arXiv:2203.16587, 2022 - arxiv.org
We consider the problem of estimating piecewise regular functions in an online setting, ie,
the data arrive sequentially and at any round our task is to predict the value of the true …

[PDF][PDF] Introduction to Online Convex Optimization and Online Learning

S Chatterjee - 2022 - sabyasachi.web.illinois.edu
This document contains lecture notes for a course titled 'Introduction to Online Learning”
which I taught in Fall 2022. These notes borrow material from several sources. The …

Data-Driven Operations in Changing Environments

R Zhu - 2021 - dspace.mit.edu
Rapid development of data science technologies have enabled data-driven algorithms for
many important operational problems. Existing data-driven solutions often requires the …

AO (n) algorithm for the discrete best L4 monotonic approximation problem

IC Demetriou - Econometrics and Statistics, 2021 - Elsevier
An approximation to discrete noisy data is constructed that obtains monotonicity. Precisely,
we address the problem of making the least sum of 4th powers change to the data that …

Apprentissage et prévision séquentiels: bornes uniformes pour le regret linéaire et séries temporelles hiérarchiques

M Huard - 2020 - theses.hal.science
Ce travail présente quelques contributions théoriques et pratiques à la prévision des suites
arbitraires. Dans ce domaine, la prévision se déroule séquentiellement en même temps que …