This paper studies the problem of stochastic variance reduction (SVR) for the maximum mean discrepancy (MMD) and correlation alignment (CORAL) loss functions. Although various offline SVR algorithms for these losses have been proposed, these are incompatible with online, distributed, or incremental learning settings. This paper presents Adaptive vaRiance Reduction via Online reWeighting (ARROW), the first online SVR algorithm for the MMD and CORAL for streamed data. The method maintains moving average references of the alignment statistics, and adaptively reweights incoming minibatches so that the minibatch and reference statistics are aligned. Further, we propose a relaxed reweighting scheme so that the ensuing weight-optimisation problem is tractable. In experiments and simulations, we show that ARROW performs competitively with offline algorithms in terms of runtime, degree of variance reduction achieved, and target domain accuracy.
Graph Domain Adaptation (GDA) transfers predictive knowledge from labeled source graphs to unlabeled target graphs under distribution shift. Existing methods align representations or regularize graph structures, but do not explicitly model how class-discriminative knowledge learn…
Routing to select large language models (LLMs) with different cost-quality trade-offs has become a fundamental deployment feature of enterprise AI. Existing routers, primarily make independent routing decisions for each LLM call. However, agentic applications execute as long-hori…
Bayesian optimization (BO) is an optimization method that sequentially proposes the next candidate explainable variables for optimizing target variables by balancing exploration and exploitation. BO is often used under a limited evaluation budget, such as hyperparameter tuning of…
Motivated by reinforcement learning in harsh environments, we consider the problem of learning an optimal policy subject to adversarially corrupted feedback. Specifically, at each time-step, an adversary can perturb both the reward and state observations of the learner following…
Covariate shift often occurs because, in many real applications, the source and the target observations may be generated from different distributions. In this case, the standard metric under the source distribution is not appropriate. This paper considers deep neural network esti…
Off-Policy Evaluation and Learning (OPE/L) in contextual bandits is rapidly gaining popularity in real systems because new policies can be evaluated and learned securely using only historical logged data. However, existing methods in OPE/L cannot handle many challenging but preva…