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Related Articles from SNS
On Imbalanced Regression with Hoeffding Trees
arXiv:2602.22101v3 Announce Type: replace Abstract: Many real-world applications generate continuous data streams for regression. Hoeffding trees and their variants have a long-standing tradition due to their effectiveness, either alone or as base models in broader ensembles. Recent batch-learning work shows that kernel density estimation (KDE) improves smoothed predictions in imbalanced regression
Correcting Split Selection in Online Decision Trees via Anytime-Valid Inference
arXiv:2605.31239v1 Announce Type: cross Abstract: Bagging-based ensembles, most notably Adaptive Random Forests, are among the strongest performers for learning from data streams. A common denominator across these methods is their reliance on Hoeffding Trees as base learners, which grow decision trees incrementally by testing whether a candidate split is significantly better than its alternatives using concentration inequalities. Despite their empirical success, existing variants lack valid...
A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Control
Announce Type: new Abstract: Selective predictors answer on confident inputs and abstain elsewhere; deploying one safely needs a single finite-sample certificate that simultaneously upper-bounds the selected risk, lower-bounds the acceptance probability $\pacc$ above a floor $\pmin$, and lower-bounds the deployment utility. This certificate must be valid under adaptive threshold selection from a finite grid of $m$ pairs on $\ncert$ samples. We give such a certificate for bounded, possibly...
Can Subgraph Explanations Be Weaponized to Steal Graph Neural Networks?
arXiv:2605.30470v1 Announce Type: new Abstract: Graph Machine Learning as a Service (GMLaaS) platforms increasingly implement explainability interfaces to meet regulatory transparency requirements. However, this transparency creates exploitable vulnerabilities for model extraction attacks.
Noise-Adaptive High-Probability Regret Bounds for Online Convex Optimization
arXiv:2606.08028v1 Announce Type: new Abstract: We study high-probability regret bounds for online convex optimization (OCO) with strongly convex losses and establish three results that resolve open questions at the intersection of noise adaptivity, feedback structure, and constraint satisfaction. For the full-information setting with sub-Gaussian stochastic gradients, we prove a noise-adaptive high-probability regret bound in which the martingale deviation term scales with the noise level...