arXiv Machine Learning

Optimal Deterministic Multicalibration and Omniprediction

arXiv:2606. 20557v1 Announce Type: new Abstract: A model is multicalibrated on a collection of group weights $G$ if it is calibrated -- i.

arXiv Machine Learning
Jun 15

A Complexity Measure for Active Learning in Multi-group Mean Estimation

arXiv:2606. 14690v1 Announce Type: new Abstract: We study a \emph{max-risk} objective for active learning in a multi-group mean estimation $d$-armed bandits: a learner adaptively allocates a budget of $T$ samples across $d$ groups to minimize the worst-case uncertainty index $\max_{k\in[d]}\sigma_k^2/n_k$, where $\sigma_k$ is the standard deviation of the distribution of arm $d$, and $n_k$ is the number of times arm $d$ is sampled.

By Abdellah Aznag, Rachel Cummings, Adam N. Elmachtoub
arXiv Machine Learning
Aug 28

Algorithmic Principles For Multiclass Learning Are Hard To Come By: Limits of Regularization and Proper Learning

The paper investigates fundamental limits of algorithmic principles in multiclass learning, specifically proper learning and regularization. It shows that learning cannot always be reduced to proper learning even with an enlarged hypothesis class, that proper learners may need a sublinear number of errors that can be arbitrarily large, and that regularization (SRM or local) is not universally sufficient. The authors also provide a positive theory giving sufficient conditions for SRM learnability and a characterization via integrability of revealed preferences.

By Julian Asilis, Shaddin Dughmi, Vatsal Sharan, Alec Sun, Shang-Hua Teng, Chang Wang
arXiv Machine Learning
Aug 6

Multicalibration Yields Better Matchings

arXiv:2511. 11413v2 Announce Type: replace Abstract: Consider the problem of finding the best matching in a weighted graph where we only have access to predictions of the actual stochastic weights, based on an underlying context.

By Riccardo Colini Baldeschi, Simone Di Gregorio, Simone Fioravanti, Federico Fusco, Ido Guy, Daniel Haimovich, Stefano Leonardi, Fridolin Linder, Lorenzo Perini, Matteo Russo, Cem Sirin, Niek Tax
arXiv Machine Learning
Sep 10

Sharp Structure-Agnostic Minimax Risk for Partial Linear Models

arXiv:2609. 07997v1 Announce Type: new Abstract: We characterize the sharp structure-agnostic minimax risk for coefficient estimation in the partial linear model when the outcome and treatment nuisances are learned by two distinct black-box learners, which resolves the open problem in double machine learning posed by Gu (2025).

By Haichen Hu, David Simchi-Levi