Related papers: Trading-Off Cost of Deployment Versus Accuracy in …
We study the implicit bias of optimization in robust empirical risk minimization (robust ERM) and its connection with robust generalization. In classification settings under adversarial perturbations with linear models, we study what type…
In many practical machine learning applications, there are two objectives: one is to maximize predictive accuracy and the other is to minimize costs of the resulting model. These costs of individual features may be financial costs, but can…
Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…
Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…
Various natural language processing tasks are structured prediction problems where outputs are constructed with multiple interdependent decisions. Past work has shown that domain knowledge, framed as constraints over the output space, can…
Dropout Regularization, serving to reduce variance, is nearly ubiquitous in Deep Learning models. We explore the relationship between the dropout rate and model complexity by training 2,000 neural networks configured with random…
In the context of optimization approaches to engineering applications, time-consuming simulations are often utilized which can be configured to deliver solutions for various levels of accuracy, commonly referred to as different fidelity…
Several recent works have developed methods for training classifiers that are certifiably robust against norm-bounded adversarial perturbations. These methods assume that all the adversarial transformations are equally important, which is…
Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…
As ML models are increasingly deployed in critical applications, robustness against adversarial perturbations is crucial. While numerous defenses have been proposed to counter such attacks, they typically assume that all adversarial…
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and use the resulting models to…
Developing predictive models that perform reliably across diverse patient populations and heterogeneous environments is a core aim of medical research. However, generalization is only possible if the learned model is robust to statistical…
Assessing the capabilities and risks of frontier AI systems is a critical area of research, and recent work has shown that repeated sampling from models can dramatically increase both. For instance, repeated sampling has been shown to…
Modern LLM deployments confront a widening cost-performance spectrum: premium models deliver strong reasoning but are expensive, while lightweight models are economical yet brittle on complex tasks. Static escalation rules and keyword…
Deep predictive models of neuronal activity have recently enabled several new discoveries about the selectivity and invariance of neurons in the visual cortex. These models learn a shared set of nonlinear basis functions, which are linearly…
Firms that price perishable resources -- airline seats, hotel rooms, seasonal inventory -- now routinely use demand predictions, but these predictions vary widely in quality. Under hard capacity constraints, acting on an inaccurate…
We identify a trade-off between robustness and accuracy that serves as a guiding principle in the design of defenses against adversarial examples. Although this problem has been widely studied empirically, much remains unknown concerning…
Machine learning is a powerful tool for predicting human-related outcomes, from credit scores to heart attack risks. But when deployed, learned models also affect how users act in order to improve outcomes, whether predicted or real. The…
We analyze sources of error in prediction market forecasts in order to bound the difference between a security's price and the ground truth it estimates. We consider cost-function-based prediction markets in which an automated market maker…