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We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…
It is a common practice in the machine learning community to assume that the observed data are noise-free in the input attributes. Nevertheless, scenarios with input noise are common in real problems, as measurements are never perfectly…
Teacher-student models provide a framework in which the typical-case performance of high-dimensional supervised learning can be described in closed form. The assumptions of Gaussian i.i.d. input data underlying the canonical teacher-student…
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
This chapter considers the computational and statistical aspects of learning linear thresholds in presence of noise. When there is no noise, several algorithms exist that efficiently learn near-optimal linear thresholds using a small amount…
Robustness of deep neural networks to input noise remains a critical challenge, as naive noise injection often degrades accuracy on clean (uncorrupted) data. We propose a novel training framework that addresses this trade-off through two…
In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by gaussian noise. The problem reduces to…
Over the past decades, numerous loss functions have been been proposed for a variety of supervised learning tasks, including regression, classification, ranking, and more generally structured prediction. Understanding the core principles…
This paper studies the problem of learning an unknown function $f$ from given data about $f$. The learning problem is to give an approximation $\hat f$ to $f$ that predicts the values of $f$ away from the data. There are numerous settings…
Training deep neural networks for solving machine learning problems is one great challenge in the field, mainly due to its associated optimisation problem being highly non-convex. Recent developments have suggested that many training…
Self-supervised learning is an increasingly popular approach to unsupervised learning, achieving state-of-the-art results. A prevalent approach consists in contrasting data points and noise points within a classification task: this requires…
We consider an extension of the Newton-MR algorithm for nonconvex unconstrained optimization to the settings where Hessian information is approximated. Under a particular noise model on the Hessian matrix, we investigate the iteration and…
We consider the problem of selective inference after solving a (randomized) convex statistical learning program in the form of a penalized or constrained loss function. Our first main result is a change-of-measure formula that describes…
This paper provides a theoretical analysis of a new learning problem for recommender systems where users provide feedback by comparing pairs of items instead of rating them individually. We assume that comparisons stem from latent user and…
We study the problem of selecting covariates for unbiased estimation of the total causal effect.Existing approaches typically rely on global causal structure learning over all variables, or on strong assumptions such as causal sufficiency -…
We consider the problem of learning the underlying graph of a sparse Ising model with $p$ nodes from $n$ i.i.d. samples. The most recent and best performing approaches combine an empirical loss (the logistic regression loss or the…
A recent line of works, initiated by Russo and Xu, has shown that the generalization error of a learning algorithm can be upper bounded by information measures. In most of the relevant works, the convergence rate of the expected…
We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…
Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…
Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…