Gaussian-Process-based Bayesian optimization (GP-BO), is a prevailing model-based framework for DBMS auto-tuning. However, recent work shows GP-BO-based DBMS auto-tuners significantly outperformed auto-tuners based on SMAC, which features random forest surrogate models; such results motivate us to rethink and investigate the limitations of GP-BO in auto-tuner design. We find the fundamental assumptions of GP-BO are widely violated when modeling and optimizing DBMS performance, while tree-ensemble-BOs (e.g., SMAC) can avoid the assumption pitfalls and deliver improved tuning efficiency and effectiveness. Moreover, we argue that existing tree-ensemble-BOs restrict further advancement in DBMS auto-tuning. First, existing tree-ensemble-BOs can only achieve distribution-free point estimates, but still impose unrealistic distributional assumptions on uncertainty estimates, compromising surrogate modeling and distort the acquisition function. Second, recent advances in gradient boosting, which can further enhance surrogate modeling against vanilla GP and random forest counterparts, have rarely been applied in optimizing DBMS auto-tuners. To address these issues, we propose a novel model-based DBMS auto-tuner, Centrum. Centrum improves distribution-free point and interval estimation in surrogate modeling with a two-phase learning procedure of stochastic gradient boosting ensembles. Moreover, Centrum adopts a generalized SGBE-estimated locally-adaptive conformal prediction to facilitate a distribution-free uncertainty estimation and acquisition function. To our knowledge, Centrum is the first auto-tuner to realize distribution-freeness, enhancing BO's practicality in DBMS auto-tuning, and the first to seamlessly fuse gradient boosting ensembles and conformal inference in BO. Extensive physical and simulation experiments on two DBMSs and three workloads show Centrum outperforms 21 SOTA methods.

Reinforcement learning (RL) (e.g., Sutton & Barto, 1998) has become widely used in tasks like Li, 2016; Liu et al., 2018a), estimating the expected reward of a target policy using observational data gathered from previous behavior policies, therefore holds tremendous promise for designing Our method is efficient and provably convergent. Our work is closely related to the off-policy point estimation.

These studies have been accelerated by 1) the increasing sophistication of information and communication technology, 2) large-scale data obtained through longitudinal studies, etc., and 3) the opening of program codes for building predictive models using machine learning. In particular, these studies have become even more active in recent years with the advent of automated machine learning framework [4-6]. As an example, published studies have applied MLA to data from the UK Biobank large longitudinal cohort study to develop models to diagnose and predict disease onset in advance [4, 7]. Such studies have been conducted previously, and in 1988, J. W. Smith et al. applied neural networks to data collected by the National Institute of Diabetes and Digestive and Kidney Diseases from a population of Pima Indians near Phoenix, Arizona, to predict the onset of diabetes [8-11]. This dataset, called the PID dataset, is still the primary dataset used to evaluate MLA in recent years, and in 2014, a method was proposed to combine multiple prediction models to predict onset of the disease, showing a very high prediction accuracy of 0.97 [12-17]. As mentioned above, a great deal of research has been published in recent years on predictive models of disease using machine learning. However, there are issues such as inadequate reporting of prediction models and lack of external validation [18].

The diagnosis, prognosis, and treatment of a number of cardiovascular disorders rely on ECG interval measurements, including the PR, QRS, and QT intervals. These quantities are measured from the 12-lead ECG, either manually or using automated algorithms, which are readily available in clinical settings. A number of wearable devices, however, can acquire the lead-I ECG in an outpatient setting, thereby raising the potential for out-of-hospital monitoring for disorders that involve clinically significant changes in ECG intervals. In this work, we therefore developed a series of deep learning models for estimating the PR, QRS, and QT intervals using lead-I ECG. From a corpus of 4.2 million ECGs from patients at the Massachusetts General Hospital, we train and validate each of the models. At internal holdout validation, we achieve mean absolute errors (MAE) of 6.3 ms for QRS durations and 11.9 ms for QT intervals, and an MAE of 9.2 ms for estimating PR intervals. Moreover, as a well-defined P-wave does not always exist in ECG tracings - for example, when there is atrial fibrillation - we trained a model that can identify when there is a P-wave, and consequently, a measurable PR interval. We validate our models on three large external healthcare datasets without any finetuning or retraining - 3.2 million ECG from the Brigham and Womens Hospital, 668 thousand from MIMIC-IV, and 20 thousand from PTB-XL - and achieve similar performance. Also, our models significantly outperform two publicly available baseline algorithms. This work demonstrates that ECG intervals can be tracked from only lead-I ECG using deep learning, and highlights the potential for out-of-hospital applications.

Accurately estimating the mixed oil length plays a big role in the economic benefit for oil pipeline network. While various proposed methods have tried to predict the mixed oil length, they often exhibit an extremely high probability (around 50\%) of underestimating it. This is attributed to their failure to consider the statistical variability inherent in the estimated length of mixed oil. To address such issues, we propose to use the conditional diffusion model to learn the distribution of the mixed oil length given pipeline features. Subsequently, we design a confidence interval estimation for the length of the mixed oil based on the pseudo-samples generated by the learned diffusion model. To our knowledge, we are the first to present an estimation scheme for confidence interval of the oil-mixing length that considers statistical variability, thereby reducing the possibility of underestimating it. When employing the upper bound of the interval as a reference for excluding the mixed oil, the probability of underestimation can be as minimal as 5\%, a substantial reduction compared to 50\%. Furthermore, utilizing the mean of the generated pseudo samples as the estimator for the mixed oil length enhances prediction accuracy by at least 10\% compared to commonly used methods.

The reinforcement learning community has explored many approaches to obtain- ing value estimates and models to guide decision making; these approaches, how- ever, do not usually provide a measure of confidence in the estimate. Accurate estimates of an agent's confidence are useful for many applications, such as bi- asing exploration and automatically adjusting parameters to reduce dependence on parameter-tuning. Computing confidence intervals on reinforcement learning value estimates, however, is challenging because data generated by the agent- environment interaction rarely satisfies traditional assumptions. Samples of value- estimates are dependent, likely non-normally distributed and often limited, partic- ularly in early learning when confidence estimates are pivotal. In this work, we investigate how to compute robust confidences for value estimates in continuous Markov decision processes.

Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is crucial to provide provably correct upper and lower bounds of the expected reward, not just a classical single point estimate, to the end-users, as executing a poor policy can be very costly. In this work, we propose a provably correct method for obtaining interval bounds for off-policy evaluation in a general continuous setting. The idea is to search for the maximum and minimum values of the expected reward among all the Lipschitz Q-functions that are consistent with the observations, which amounts to solving a constrained optimization problem on a Lipschitz function space. We go on to introduce a Lipschitz value iteration method to monotonically tighten the interval, which is simple yet efficient and provably convergent. We demonstrate the practical efficiency of our method on a range of benchmarks.

The reinforcement learning community has explored many approaches to obtain- ing value estimates and models to guide decision making; these approaches, how- ever, do not usually provide a measure of confidence in the estimate. Accurate estimates of an agent's confidence are useful for many applications, such as bi- asing exploration and automatically adjusting parameters to reduce dependence on parameter-tuning. Computing confidence intervals on reinforcement learning value estimates, however, is challenging because data generated by the agent- environment interaction rarely satisfies traditional assumptions. Samples of value- estimates are dependent, likely non-normally distributed and often limited, partic- ularly in early learning when confidence estimates are pivotal. In this work, we investigate how to compute robust confidences for value estimates in continuous Markov decision processes.

Multinomial Naive Bayes with Expectation Maximization (MNB-EM) is a standard semi-supervised learning method to augment Multinomial Naive Bayes (MNB) for text classification. Despite its success, MNB-EM is not stable, and may succeed or fail to improve MNB. We believe that this is because MNB-EM lacks the ability to preserve the class distribution on words. In this paper, we propose a novel method to augment MNB-EM by leveraging the word-level statistical constraint to preserve the class distribution on words. The word-level statistical constraints are further converted to constraints on document posteriors generated by MNB-EM. Experiments demonstrate that our method can consistently improve MNB-EM, and outperforms state-of-art baselines remarkably.