Related papers: Being Robust (in High Dimensions) Can Be Practical
This paper provides an overview of current approaches for solving inverse problems in imaging using variational methods and machine learning. A special focus lies on point estimators and their robustness against adversarial perturbations.…
According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…
The robustness of classifiers has become a question of paramount importance in the past few years. Indeed, it has been shown that state-of-the-art deep learning architectures can easily be fooled with imperceptible changes to their inputs.…
Our focus is on robust recovery algorithms in statistical linear inverse problem. We consider two recovery routines - the much studied linear estimate originating from Kuks and Olman [42] and polyhedral estimate introduced in [37]. It was…
We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…
In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…
Over the past decade, the high performance computing community has become increasingly concerned that preserving the reliable, digital machine model will become too costly or infeasible. In this paper we discuss four approaches for…
Selectivity estimation aims at estimating the number of database objects that satisfy a selection criterion. Answering this problem accurately and efficiently is essential to many applications, such as density estimation, outlier detection,…
In many applications, data is collected in batches, some of which are corrupt or even adversarial. Recent work derived optimal robust algorithms for estimating discrete distributions in this setting. We consider a general framework of…
The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…
Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…
The presence of data corruption in user-generated streaming data, such as social media, motivates a new fundamental problem that learns reliable regression coefficient when features are not accessible entirely at one time. Until now,…
In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…
It is well-known that modern neural networks are vulnerable to adversarial examples. To mitigate this problem, a series of robust learning algorithms have been proposed. However, although the robust training error can be near zero via some…
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…
We introduce a set of image transformations that can be used as corruptions to evaluate the robustness of models as well as data augmentation mechanisms for training neural networks. The primary distinction of the proposed transformations…
Due to the diffusion of IoT, modern software systems are often thought to control and coordinate smart devices in order to manage assets and resources, and to guarantee efficient behaviours. For this class of systems, which interact…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
Machine learning models are vulnerable to tiny adversarial input perturbations optimized to cause a very large output error. To measure this vulnerability, we need reliable methods that can find such adversarial perturbations. For image…
Invariance to a broad array of image corruptions, such as warping, noise, or color shifts, is an important aspect of building robust models in computer vision. Recently, several new data augmentations have been proposed that significantly…