Sequences of events, such as crashes in the stock market or outages in a network, contain strong temporal dependencies, whose understanding is crucial to react to and influence future events. In this paper, we study the problem of discovering the underlying causal structure from event sequences. To this end, we introduce a new causal model, where individual events of the cause trigger events of the effect with dynamic delays. We show that in contrast to existing methods based on Granger causality, our model is identifiable for both instant and delayed effects. We base our approach on the Algorithmic Markov Condition, by which we identify the true causal network as the one that minimizes the Kolmogorov complexity. As the Kolmogorov complexity is not computable, we instantiate our model using Minimum Description Length and show that the resulting score identifies the causal direction.

The indicator matrix plays an important role in machine learning, but optimizing it is an NP-hard problem. We propose a new relaxation of the indicator matrix and prove that this relaxation forms a manifold, which we call the Relaxed Indicator Matrix Manifold (RIM manifold). Based on Riemannian geometry, we develop a Riemannian toolbox for optimization on the RIM manifold. Specifically, we provide several methods of Retraction, including a fast Retraction method to obtain geodesics. We point out that the RIM manifold is a generalization of the double stochastic manifold, and it is much faster than existing methods on the double stochastic manifold, which has a complexity of \( \mathcal{O}(n^3) \), while RIM manifold optimization is \( \mathcal{O}(n) \) and often yields better results. We conducted extensive experiments, including image denoising, with millions of variables to support our conclusion, and applied the RIM manifold to Ratio Cut, we provide a rigorous convergence proof and achieve clustering results that outperform the state-of-the-art methods. Our Code in \href{https://github.com/Yuan-Jinghui/Riemannian-Optimization-on-Relaxed-Indicator-Matrix-Manifold}{here}.

We study the problem of learning a high-density region of an arbitrary distribution over $\mathbb{R}^d$. Given a target coverage parameter $\delta$, and sample access to an arbitrary distribution $D$, we want to output a confidence set $S \subset \mathbb{R}^d$ such that $S$ achieves $\delta$ coverage of $D$, i.e., $\mathbb{P}_{y \sim D} \left[ y \in S \right] \ge \delta$, and the volume of $S$ is as small as possible. This is a central problem in high-dimensional statistics with applications in finding confidence sets, uncertainty quantification, and support estimation. In the most general setting, this problem is statistically intractable, so we restrict our attention to competing with sets from a concept class $C$ with bounded VC-dimension. An algorithm is competitive with class $C$ if, given samples from an arbitrary distribution $D$, it outputs in polynomial time a set that achieves $\delta$ coverage of $D$, and whose volume is competitive with the smallest set in $C$ with the required coverage $\delta$. This problem is computationally challenging even in the basic setting when $C$ is the set of all Euclidean balls. Existing algorithms based on coresets find in polynomial time a ball whose volume is $\exp(\tilde{O}( d/ \log d))$-factor competitive with the volume of the best ball. Our main result is an algorithm that finds a confidence set whose volume is $\exp(\tilde{O}(d^{2/3}))$ factor competitive with the optimal ball having the desired coverage. The algorithm is improper (it outputs an ellipsoid). Combined with our computational intractability result for proper learning balls within an $\exp(\tilde{O}(d^{1-o(1)}))$ approximation factor in volume, our results provide an interesting separation between proper and (improper) learning of confidence sets.

Let H be a hypothesis class with VC dimension d and let 2 (0, 1). Then there exists a learner Lrn having -adversarial risk " To prove Theorem 3.1, we will use the S First, we prove a more general result on the performance of our SPV meta learner. We denote the algorithm obtained by executing SPV with a learner Lrn as the input algorithm by SPV(Lrn). Let H be a concept class, D be a distribution over examples, and Lrn be a learning rule. Let also 2 (0, 1) be the stability parameter given to SPV and let n 1/ be the sample size. By applying linearity of expectation we get " # X To prove Theorem 3.1, we will need an optimal learner as an input learner for SPV.

Consider the task of learning a hypothesis class H in the presence of an adversary that can replace up to an fraction of the examples in the training set with arbitrary adversarial examples. The adversary aims to fail the learner on a particular target test point x which is known to the adversary but not to the learner. In this work we aim to characterize the smallest achievable error " = "() by the learner in the presence of such an adversary in both realizable and agnostic settings. We fully achieve this in the realizable setting, proving that " = (VC(H)), where VC(H) is the VC dimension of H. Remarkably, we show that the upper bound can be attained by a deterministic learner. In the agnostic setting we reveal a more elaborate landscape: we devise a deterministic learner with a multiplicative regret guarantee of " apple C OPT + O(VC(H)), where C>1 is a universal numerical constant. We complement this by showing that for any deterministic learner there is an attack which worsens its error to at least 2 OPT. This implies that a multiplicative deterioration in the regret is unavoidable in this case. Finally, the algorithms we develop for achieving the optimal rates are inherently improper. Nevertheless, we show that for a variety of natural concept classes, such as linear classifiers, it is possible to retain the dependence " =

We study the problem of learning under arbitrary distribution shift, where the learner is trained on a labeled set from one distribution but evaluated on a different, potentially adversarially generated test distribution. We focus on two frameworks: PQ learning [GKKM20], allowing abstention on adversarially generated parts of the test distribution, and TDS learning [KSV24b], permitting abstention on the entire test distribution if distribution shift is detected. All prior known algorithms either rely on learning primitives that are computationally hard even for simple function classes, or end up abstaining entirely even in the presence of a tiny amount of distribution shift. We address both these challenges for natural function classes, including intersections of halfspaces and decision trees, and standard training distributions, including Gaussians. For PQ learning, we give efficient learning algorithms, while for TDS learning, our algorithms can tolerate moderate amounts of distribution shift. At the core of our approach is an improved analysis of spectral outlier-removal techniques from learning with nasty noise. Our analysis can (1) handle arbitrarily large fraction of outliers, which is crucial for handling arbitrary distribution shifts, and (2) obtain stronger bounds on polynomial moments of the distribution after outlier removal, yielding new insights into polynomial regression under distribution shifts. Lastly, our techniques lead to novel results for tolerant testable learning [RV23], and learning with nasty noise.

In real-world applications, the distribution of the data, and our goals, evolve over time. The prevailing theoretical framework for studying machine learning, namely probably approximately correct (PAC) learning, largely ignores time. As a consequence, existing strategies to address the dynamic nature of data and goals exhibit poor real-world performance. This paper develops a theoretical framework called "Prospective Learning" that is tailored for situations when the optimal hypothesis changes over time. In PAC learning, empirical risk minimization (ERM) is known to be consistent.

We study sequential general online regression, known also as sequential probability assignments, under logarithmic loss when compared against a broad class of experts. We obtain tight, often matching, lower and upper bounds for sequential minimax regret, which is defined as the excess loss incurred by the predictor over the best expert in the class. After proving a general upper bound we consider some specific classes of experts from Lipschitz class to bounded Hessian class and derive matching lower and upper bounds with provably optimal constants. Our bounds work for a wide range of values of the data dimension and the number of rounds. To derive lower bounds, we use tools from information theory (e.g., Shtarkov sum), and for upper bounds we resort to new "smooth truncated covering" of the class of experts. This allows us to find constructive proofs by applying a simple and novel truncated Bayesian algorithm. Our proofs are substantially simpler than the existing ones and yet provide tighter (and often optimal) bounds.