Dravyansh Sharma Data-Driven Algorithm Design and Principled Hyperparameter Tuning in Machine Learning Degree Type: Ph.D. in Computer Science Advisor(s): Maria-Florina Balcan Graduated: July 2024 Abstract: For any new machine learning technique, a large body of research often fol- lows up in order to tune the technique to work suitably for each of the numerous application areas, requiring significant scientific and engineering efforts. Moreover, this typically involves unprincipled approaches for hyperparameter selection without any guarantee on global optimality. Inspired from the recently proposed paradigm of ‘data-driven algorithm design’, this thesis develops first principled hyperparame- ter tuning techniques for several core machine learning algorithms, including semi- supervised learning, regularized linear regression, robust nearest neighbors and de- cision trees, with formal near-optimality guarantees in statistical and online learning settings.Given multiple problem instances of a learning problem from some problem domain, we develop approaches to learn provably well-tuned parameters over the domain and answer questions related to the number of problem samples needed to learn a well-tuned learning algorithm. In addition, we also develop online learning techniques when the problem instances arrive in a potentally adversarial sequence. Our approaches apply to the following diverse scenarios:selecting graph hyperparameters in semi-supervised learning,setting regularization coefficients in linear regression,controlling the robustness vs. abstention trade-off using parameterized nearest-neighbor algorithms,splitting and pruning nodes for accurate and interpretable decision trees,meta-learning common parameters for similar tasks, andlearning adaptively in changing environments.In addition to providing techniques for tuning fundamental learning algorithms, we expand the applicability of data driven algorithm design to algorithm families with multiple parameters by developing better online and more computationally efficient techniques. Thesis Committee: Maria-Florina Balcan (Chair) Tom M. Mitchell R. Ravi Avrim Blum (Toyota Technological Institute at Chicago) Tim Roughgarden (Columbia University) Srinivasan Seshan, Head, Computer Science Department Martial Hebert, Dean, School of Computer Science Keywords: Learning Theory, Data-driven Algorithm Design, Hyperparameter Tuning CMU-CS-24-120.pdf (2.79 MB) ( 240 pages) Copyright Notice