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09/14/2023
Choosing a Proxy Metric from Past Experiments
In many randomized experiments, the treatment effect of the long-term me...
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12/14/2021
A Framework for the Meta-Analysis of Randomized Experiments with Applications to Heavy-Tailed Response Data
A central obstacle in the objective assessment of treatment effect (TE) ...
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11/16/2021
Covariate Shift in High-Dimensional Random Feature Regression
A significant obstacle in the development of robust machine learning mod...
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05/21/2021
Parallelizing Contextual Linear Bandits
Standard approaches to decision-making under uncertainty focus on sequen...
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11/24/2020
Optimal Mean Estimation without a Variance
We study the problem of heavy-tailed mean estimation in settings where t...
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07/16/2020
Optimal Robust Linear Regression in Nearly Linear Time
We study the problem of high-dimensional robust linear regression where ...
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06/20/2020
On the Theory of Transfer Learning: The Importance of Task Diversity
We provide new statistical guarantees for transfer learning via represen...
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02/26/2020
Provable Meta-Learning of Linear Representations
Meta-learning, or learning-to-learn, seeks to design algorithms that can...
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12/23/2019
Algorithms for Heavy-Tailed Statistics: Regression, Covariance Estimation, and Beyond
We study efficient algorithms for linear regression and covariance estim...
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08/06/2019
Debiasing Linear Prediction
Standard methods in supervised learning separate training and prediction...
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10/10/2018
Rao-Blackwellized Stochastic Gradients for Discrete Distributions
We wish to compute the gradient of an expectation over a finite or count...
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02/26/2018
Averaging Stochastic Gradient Descent on Riemannian Manifolds
We consider the minimization of a function defined on a Riemannian manif...
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11/08/2017
Stochastic Cubic Regularization for Fast Nonconvex Optimization
This paper proposes a stochastic variant of a classic algorithm---the cu...
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06/13/2017
Lost Relatives of the Gumbel Trick
The Gumbel trick is a method to sample from a discrete probability distr...
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07/10/2016
Magnetic Hamiltonian Monte Carlo
Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct...
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05/03/2015