2020/06/08 by Heinrich Jiang, Jiang, Heinrich, Qijia Jiang +3
Computer Science · Social Sciences · #Ethics and Social Impacts of AI #Explainable Artificial Intelligence (XAI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification
paper · pdf · doi:10.48550/arxiv.2006.04858
openalex publication_date 2020/06/08 · openalex created_date 2020/06/19 · openalex updated_date 2026/07/28
Learning under one-sided feedback (i.e., where we only observe the labels for examples we predicted positively on) is a fundamental problem in machine learning -- applications include lending and recommendation systems. Despite this, there has been surprisingly little progress made in ways to mitigate the effects of the sampling bias that arises. We focus on generalized linear models and show that without adjusting for this sampling bias, the model may converge suboptimally or even fail to converge to the optimal solution. We propose an adaptive approach that comes with theoretical guarantees and show that it outperforms several existing methods empirically. Our method leverages variance estimation techniques to efficiently learn under uncertainty, offering a more principled alternative compared to existing approaches.