4 Search Results for "Noarov, Georgy"


Document
Smooth Calibration and Decision Making

Authors: Jason Hartline, Yifan Wu, and Yunran Yang

Published in: LIPIcs, Volume 329, 6th Symposium on Foundations of Responsible Computing (FORC 2025)


Abstract
Calibration requires predictor outputs to be consistent with their Bayesian posteriors. For machine learning predictors that do not distinguish between small perturbations, calibration errors are continuous in predictions, e.g. smooth calibration error [Foster and Hart, 2018], distance to calibration [Błasiok et al., 2023]. On the contrary, decision-makers who use predictions make optimal decisions discontinuously in probabilistic space, experiencing loss from miscalibration discontinuously. Calibration errors for decision-making are thus discontinuous, e.g., Expected Calibration Error [Foster and Vohra, 1997], and Calibration Decision Loss [Hu and Wu, 2024]. Thus, predictors with a low calibration error for machine learning may suffer a high calibration error for decision-making, i.e. they may not be trustworthy for decision-makers optimizing assuming their predictions are correct. It is natural to ask if post-processing a predictor with a low calibration error for machine learning is without loss to achieve a low calibration error for decision-making. In our paper, we show post-processing an online predictor with ε distance to calibration achieves O(√{ε}) ECE and CDL, which is asymptotically optimal. The post-processing algorithm adds noise to make predictions differentially private. The optimal bound from low distance to calibration predictors from post-processing is non-optimal compared with existing online calibration algorithms that directly optimize for ECE and CDL.

Cite as

Jason Hartline, Yifan Wu, and Yunran Yang. Smooth Calibration and Decision Making. In 6th Symposium on Foundations of Responsible Computing (FORC 2025). Leibniz International Proceedings in Informatics (LIPIcs), Volume 329, pp. 16:1-16:26, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2025)


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@InProceedings{hartline_et_al:LIPIcs.FORC.2025.16,
  author =	{Hartline, Jason and Wu, Yifan and Yang, Yunran},
  title =	{{Smooth Calibration and Decision Making}},
  booktitle =	{6th Symposium on Foundations of Responsible Computing (FORC 2025)},
  pages =	{16:1--16:26},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-367-6},
  ISSN =	{1868-8969},
  year =	{2025},
  volume =	{329},
  editor =	{Bun, Mark},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.FORC.2025.16},
  URN =		{urn:nbn:de:0030-drops-231438},
  doi =		{10.4230/LIPIcs.FORC.2025.16},
  annote =	{Keywords: Calibration, calibration errors, decision making, differential privacy}
}
Document
Model Ensembling for Constrained Optimization

Authors: Ira Globus Harris, Varun Gupta, Michael Kearns, and Aaron Roth

Published in: LIPIcs, Volume 329, 6th Symposium on Foundations of Responsible Computing (FORC 2025)


Abstract
Many instances of decision making under objective uncertainty can be decomposed into two steps: predicting the objective function and then optimizing for the best feasible action under the estimate of the objective vector. We study the problem of ensembling models for optimization of uncertain linear objectives under arbitrary constraints. We imagine we are given a collection of predictive models mapping a feature space to multi-dimensional real-valued predictions, which form the coefficients of a linear objective that we would like to optimize. We give two ensembling methods that can provably result in transparent decisions that strictly improve on all initial policies. The first method operates in the "white box" setting in which we have access to the underlying prediction models and the second in the "black box" setting in which we only have access to the induced decisions (in the downstream optimization problem) of the constituent models, but not their underlying point predictions. They are transparent or trustworthy in the sense that the user can reliably predict long-term ensemble rewards even if the instance by instance predictions are imperfect.

Cite as

Ira Globus Harris, Varun Gupta, Michael Kearns, and Aaron Roth. Model Ensembling for Constrained Optimization. In 6th Symposium on Foundations of Responsible Computing (FORC 2025). Leibniz International Proceedings in Informatics (LIPIcs), Volume 329, pp. 14:1-14:17, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2025)


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@InProceedings{globusharris_et_al:LIPIcs.FORC.2025.14,
  author =	{Globus Harris, Ira and Gupta, Varun and Kearns, Michael and Roth, Aaron},
  title =	{{Model Ensembling for Constrained Optimization}},
  booktitle =	{6th Symposium on Foundations of Responsible Computing (FORC 2025)},
  pages =	{14:1--14:17},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-367-6},
  ISSN =	{1868-8969},
  year =	{2025},
  volume =	{329},
  editor =	{Bun, Mark},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.FORC.2025.14},
  URN =		{urn:nbn:de:0030-drops-231412},
  doi =		{10.4230/LIPIcs.FORC.2025.14},
  annote =	{Keywords: model ensembling, trustworthy AI, decision-making under uncertainty}
}
Document
Track A: Algorithms, Complexity and Games
On the Cut-Query Complexity of Approximating Max-Cut

Authors: Orestis Plevrakis, Seyoon Ragavan, and S. Matthew Weinberg

Published in: LIPIcs, Volume 297, 51st International Colloquium on Automata, Languages, and Programming (ICALP 2024)


Abstract
We consider the problem of query-efficient global max-cut on a weighted undirected graph in the value oracle model examined by [Rubinstein et al., 2018]. Graph algorithms in this cut query model and other query models have recently been studied for various other problems such as min-cut, connectivity, bipartiteness, and triangle detection. Max-cut in the cut query model can also be viewed as a natural special case of submodular function maximization: on query S ⊆ V, the oracle returns the total weight of the cut between S and V\S. Our first main technical result is a lower bound stating that a deterministic algorithm achieving a c-approximation for any c > 1/2 requires Ω(n) queries. This uses an extension of the cut dimension to rule out approximation (prior work of [Graur et al., 2020] introducing the cut dimension only rules out exact solutions). Secondly, we provide a randomized algorithm with Õ(n) queries that finds a c-approximation for any c < 1. We achieve this using a query-efficient sparsifier for undirected weighted graphs (prior work of [Rubinstein et al., 2018] holds only for unweighted graphs). To complement these results, for most constants c ∈ (0,1], we nail down the query complexity of achieving a c-approximation, for both deterministic and randomized algorithms (up to logarithmic factors). Analogously to general submodular function maximization in the same model, we observe a phase transition at c = 1/2: we design a deterministic algorithm for global c-approximate max-cut in O(log n) queries for any c < 1/2, and show that any randomized algorithm requires Ω(n/log n) queries to find a c-approximate max-cut for any c > 1/2. Additionally, we show that any deterministic algorithm requires Ω(n²) queries to find an exact max-cut (enough to learn the entire graph).

Cite as

Orestis Plevrakis, Seyoon Ragavan, and S. Matthew Weinberg. On the Cut-Query Complexity of Approximating Max-Cut. In 51st International Colloquium on Automata, Languages, and Programming (ICALP 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 297, pp. 115:1-115:20, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)


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@InProceedings{plevrakis_et_al:LIPIcs.ICALP.2024.115,
  author =	{Plevrakis, Orestis and Ragavan, Seyoon and Weinberg, S. Matthew},
  title =	{{On the Cut-Query Complexity of Approximating Max-Cut}},
  booktitle =	{51st International Colloquium on Automata, Languages, and Programming (ICALP 2024)},
  pages =	{115:1--115:20},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-322-5},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{297},
  editor =	{Bringmann, Karl and Grohe, Martin and Puppis, Gabriele and Svensson, Ola},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2024.115},
  URN =		{urn:nbn:de:0030-drops-202587},
  doi =		{10.4230/LIPIcs.ICALP.2024.115},
  annote =	{Keywords: query complexity, maximum cut, approximation algorithms, graph sparsification}
}
Document
Online Multivalid Learning: Means, Moments, and Prediction Intervals

Authors: Varun Gupta, Christopher Jung, Georgy Noarov, Mallesh M. Pai, and Aaron Roth

Published in: LIPIcs, Volume 215, 13th Innovations in Theoretical Computer Science Conference (ITCS 2022)


Abstract
We present a general, efficient technique for providing contextual predictions that are "multivalid" in various senses, against an online sequence of adversarially chosen examples (x,y). This means that the resulting estimates correctly predict various statistics of the labels y not just marginally - as averaged over the sequence of examples - but also conditionally on x ∈ G for any G belonging to an arbitrary intersecting collection of groups 𝒢. We provide three instantiations of this framework. The first is mean prediction, which corresponds to an online algorithm satisfying the notion of multicalibration from [Hébert-Johnson et al., 2018]. The second is variance and higher moment prediction, which corresponds to an online algorithm satisfying the notion of mean-conditioned moment multicalibration from [Jung et al., 2021]. Finally, we define a new notion of prediction interval multivalidity, and give an algorithm for finding prediction intervals which satisfy it. Because our algorithms handle adversarially chosen examples, they can equally well be used to predict statistics of the residuals of arbitrary point prediction methods, giving rise to very general techniques for quantifying the uncertainty of predictions of black box algorithms, even in an online adversarial setting. When instantiated for prediction intervals, this solves a similar problem as conformal prediction, but in an adversarial environment and with multivalidity guarantees stronger than simple marginal coverage guarantees.

Cite as

Varun Gupta, Christopher Jung, Georgy Noarov, Mallesh M. Pai, and Aaron Roth. Online Multivalid Learning: Means, Moments, and Prediction Intervals. In 13th Innovations in Theoretical Computer Science Conference (ITCS 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 215, pp. 82:1-82:24, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)


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@InProceedings{gupta_et_al:LIPIcs.ITCS.2022.82,
  author =	{Gupta, Varun and Jung, Christopher and Noarov, Georgy and Pai, Mallesh M. and Roth, Aaron},
  title =	{{Online Multivalid Learning: Means, Moments, and Prediction Intervals}},
  booktitle =	{13th Innovations in Theoretical Computer Science Conference (ITCS 2022)},
  pages =	{82:1--82:24},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-217-4},
  ISSN =	{1868-8969},
  year =	{2022},
  volume =	{215},
  editor =	{Braverman, Mark},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ITCS.2022.82},
  URN =		{urn:nbn:de:0030-drops-156785},
  doi =		{10.4230/LIPIcs.ITCS.2022.82},
  annote =	{Keywords: Uncertainty Estimation, Calibration, Online Learning}
}
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