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Scientific machine learning (SciML) is a field of increasing interest in several different application fields. In an optimization context, SciML-based tools have enabled the development of more efficient optimization methods. However,…

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Methodology · Statistics 2024-09-12 Li Tuobang

This paper presents a new robustness concept for uncertain multi-objective optimization problems. More precisely, in the paper the so-called recovery-to-efficiency robustness concept is proposed and investigated. Several approaches for…

Optimization and Control · Mathematics 2020-11-23 El-Ghazali Talbi , Raca Todosijevic

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the…

Physics and Society · Physics 2018-05-15 Filippo Radicchi , Claudio Castellano

Recent work revealed a tight connection between adversarial robustness and restricted forms of symbolic explanations, namely distance-based (formal) explanations. This connection is significant because it represents a first step towards…

Machine Learning · Computer Science 2024-12-25 Yacine Izza , Joao Marques-Silva

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…

Optimization and Control · Mathematics 2016-06-21 Matthias Lorenzen , Frank Allgöwer , Fabrizio Dabbene , Roberto Tempo

Recent research has recognized interpretability and robustness as essential properties of trustworthy classification. Curiously, a connection between robustness and interpretability was empirically observed, but the theoretical reasoning…

Machine Learning · Computer Science 2021-02-16 Michal Moshkovitz , Yao-Yuan Yang , Kamalika Chaudhuri

Strategic classification, i.e. classification under possible strategic manipulations of features, has received a lot of attention from both the machine learning and the game theory community. Most works focus on analysing properties of the…

Machine Learning · Computer Science 2022-03-28 Tosca Lechner , Ruth Urner

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

Fairness and robustness are critical elements of Trustworthy AI that need to be addressed together. Fairness is about learning an unbiased model while robustness is about learning from corrupted data, and it is known that addressing only…

Machine Learning · Computer Science 2021-10-28 Yuji Roh , Kangwook Lee , Steven Euijong Whang , Changho Suh

Nested sampling has emerged as a valuable tool for Bayesian analysis, in particular for determining the Bayesian evidence. The method is based on a specific type of random sampling of the likelihood function and prior volume of the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 Charles R. Keeton

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…

Systems and Control · Computer Science 2014-10-03 Kooktae Lee , Abhishek Halder , Raktim Bhattacharya

In this paper, we introduce a probabilistic approach to risk assessment of robot systems by focusing on the impact of uncertainties. While various approaches to identifying systematic hazards (e.g., bugs, design flaws, etc.) can be found in…

Robotics · Computer Science 2024-10-28 Woo-Jeong Baek , Tom P. Huck , Joschka Haas , Jonas Lewandrowski , Tamim Asfour , Torsten Kröger

In this paper we criticize the robustness measure traditionally employed to assess the performance of machine learning models deployed in adversarial settings. To mitigate the limitations of robustness, we introduce a new measure called…

Machine Learning · Computer Science 2021-12-07 Stefano Calzavara , Lorenzo Cazzaro , Claudio Lucchese , Federico Marcuzzi , Salvatore Orlando

Robustness of a distributed computing system is defined as the ability to maintain its performance in the presence of uncertain parameters. Uncertainty is a key problem in heterogeneous (and even homogeneous) distributed computing systems…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-25 Ali Mokhtari , Chavit Denninnart , Mohsen Amini Salehi

Thompson sampling has emerged as an effective heuristic for a broad range of online decision problems. In its basic form, the algorithm requires computing and sampling from a posterior distribution over models, which is tractable only for…

Machine Learning · Statistics 2023-04-26 Xiuyuan Lu , Benjamin Van Roy

As NLP models achieved state-of-the-art performances over benchmarks and gained wide applications, it has been increasingly important to ensure the safe deployment of these models in the real world, e.g., making sure the models are robust…

Computation and Language · Computer Science 2022-05-11 Xuezhi Wang , Haohan Wang , Diyi Yang

Sample average approximation (SAA) is a widely popular approach to data-driven decision-making under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees,…

Optimization and Control · Mathematics 2016-11-03 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

This paper presents a novel numerical method for the hybrid reliability analysis by using the uncertainty theory. Aleatory uncertainty and epistemic uncertainty are considered simultaneously in this method. Epistemic uncertainty is…

Computational Engineering, Finance, and Science · Computer Science 2020-09-18 Lei Zhang