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The vast majority of statistical theory on binary classification characterizes performance in terms of accuracy. However, accuracy is known in many cases to poorly reflect the practical consequences of classification error, most famously in…
Proper learning refers to the setting in which learners must emit predictors in the underlying hypothesis class $H$, and often leads to learners with simple algorithmic forms (e.g. empirical risk minimization (ERM), structural risk…
This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…
When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…
This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…
Self-organization is ubiquitous in nature and mind. However, machine learning and theories of cognition still barely touch the subject. The hurdle is that general patterns are difficult to define in terms of dynamical equations and…
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
High-dimensional data is common in multiple areas, such as health care and genomics, where the number of features can be tens of thousands. In such scenarios, the large number of features often leads to inefficient learning. Constraint…
In this work, we present a novel, machine-learning approach for constructing Multiclass Interpretable Scoring Systems (MISS) - a fully data-driven methodology for generating single, sparse, and user-friendly scoring systems for multiclass…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…
Learning from point sets is an essential component in many computer vision and machine learning applications. Native, unordered, and permutation invariant set structure space is challenging to model, particularly for point set…
The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…
Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…
Modern machine learning models can be accurate on average yet still make mistakes that dominate deployment cost. We introduce Locus, a distribution-free wrapper that produces a per-input loss-scale reliability score for a fixed prediction…
Machine Learning models are increasingly used for decision making, in particular in high-stakes applications such as credit scoring, medicine or recidivism prediction. However, there are growing concerns about these models with respect to…
Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…
We consider neural network training, in applications in which there are many possible classes, but at test-time, the task is a binary classification task of determining whether the given example belongs to a specific class, where the class…
Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…
Advances in data collecting technologies in genomics have significantly increased the need for tools designed to study the genetic basis of many diseases. Effective statistical methods should excel in both prediction accuracy and biomarker…