Uncertainty quantification (UQ) for adaptively collected data, such as that coming from adaptive experiments, bandits, or reinforcement learning, is necessary for critical elements of data collection such as ensuring safety and conducting afterstudy inference. The data's adaptivity creates significant challenges for frequentist UQ, yet Bayesian UQ remains the same as if the data were independent and identically distributed (i.i.d.), making it an appealing and commonly used approach. Bayesian UQ requires the (correct) specification of a prior distribution while frequentist UQ does not, but for i.i.d.

Multi-view clustering integrates the consistency and complementarity of different views to achieve unsupervised data grouping. Existing multi-view clustering methods primarily confront two challenges: i) they generally perform feature extraction in the feature domain, which is sensitive to noise and may neglect cluster-specific information that is indistinguishable in the original space; ii) current dynamic fusion methods adopt static strategies to learn weights, lacking capability to adjust strategies adaptively under complex scenarios according to variations in data distribution and view quality. To address these issues, we propose a large language model assisted dynamic agent for multi-view clustering (LLM-DAMVC), a novel framework that recasts multi-view clustering as a dynamic decision-making problem orchestrated by a large language model. Specifically, each view is equipped with complementary agents dedicated to feature extraction. A dual-domain contrastive module is introduced to optimize feature consistency and enhance cluster separability in both the feature domain and frequency domain. Additionally, an LLM-assisted view fusion mechanism provides a flexible fusion weight learning strategy that can be adaptively applied to complex scenarios and significantly different views. Extensive experimental results validate the effectiveness and superiority of the proposed method.

Uncertainty quantification (UQ) for adaptively collected data, such as that coming from adaptive experiments, bandits, or reinforcement learning, is necessary for critical elements of data collection such as ensuring safety and conducting after-study inference. The data's adaptivity creates significant challenges for frequentist UQ, yet Bayesian UQ remains the same as if the data were independent and identically distributed (i.i.d.), making it an appealing and commonly used approach. Bayesian UQ requires the (correct) specification of a prior distribution while frequentist UQ does not, but for i.i.d.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

We consider estimation of a linear functional of the treatment effect from adaptively collected data. This problem finds a variety of applications including off-policy evaluation in contextual bandits, and estimation of the average treatment effect in causal inference. While a certain class of augmented inverse propensity weighting (AIPW) estimators enjoys desirable asymptotic properties including the semi-parametric efficiency, much less is known about their non-asymptotic theory with adaptively collected data. To fill in the gap, we first present generic upper bounds on the mean-squared error of the class of AIPW estimators that crucially depends on a sequentially weighted error between the treatment effect and its estimates. Motivated by this, we propose a general reduction scheme that allows one to produce a sequence of estimates for the treatment effect via online learning to minimize the sequentially weighted estimation error. To illustrate this, we provide three concrete instantiations in (1) the tabular case; (2) the case of linear function approximation; and (3) the case of general function approximation for the outcome model. We then provide a local minimax lower bound to show the instance-dependent optimality of the AIPW estimator using no-regret online learning algorithms.

Adapting to distribution shifts is a critical challenge in modern machine learning, especially as data in many real-world applications accumulate continuously in the form of streams. We investigate the problem of sequentially adapting a model to non-stationary environments, where the data distribution is continuously shifting and only a small amount of unlabeled data are available each time. Continual test-time adaptation methods have shown promising results by using reliable pseudo-labels, but they still fall short in exploring representation alignment with the source domain in non-stationary environments. In this paper, we propose to leverage non-stationary representation learning to adaptively align the unlabeled data stream, with its changing distributions, to the source data representation using a sketch of the source data. To alleviate the data scarcity in non-stationary representation learning, we propose a novel adaptive representation alignment algorithm called Ada-ReAlign. This approach employs a group of base learners to explore different lengths of the unlabeled data stream, which are adaptively combined by a meta learner to handle unknown and continuously evolving data distributions. The proposed method comes with nice theoretical guarantees under convexity assumptions. Experiments on both benchmark datasets and a real-world application validate the effectiveness and adaptability of our proposed algorithm.

Off-policy estimation: Oftentimes, one needs to estimate the linear functional based on observational data collected from a behavior policy.

Our framework may be thought of as a generalization of the synthetic control and synthetic interventions frameworks, where data is collected via an adaptive intervention assignment policy.

In this paper, we introduce a generalization of the standard Stackelberg Games (SGs) framework: Calibrated Stackelberg Games (CSGs) .