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In problems such as variable selection and graph estimation, models are characterized by Boolean logical structure such as presence or absence of a variable or an edge. Consequently, false positive error or false negative error can be…

Methodology · Statistics 2025-04-15 Armeen Taeb , Peter Bühlmann , Venkat Chandrasekaran

In this work, we study some novel applications of conformal inference techniques to the problem of providing machine learning procedures with more transparent, accurate, and practical performance guarantees. We provide a natural extension…

Machine Learning · Statistics 2020-07-10 Matthew J. Holland

Methods to quantify uncertainty in predictions from arbitrary models are in demand in high-stakes domains like medicine and finance. Conformal prediction has emerged as a popular method for producing a set of predictions with specified…

Machine Learning · Computer Science 2025-03-19 Jessica Hullman , Yifan Wu , Dawei Xie , Ziyang Guo , Andrew Gelman

Learning monotonic models with respect to a subset of the inputs is a desirable feature to effectively address the fairness, interpretability, and generalization issues in practice. Existing methods for learning monotonic neural networks…

Machine Learning · Computer Science 2022-12-16 Xingchao Liu , Xing Han , Na Zhang , Qiang Liu

We develop a formal statistical framework for classical multidimensional scaling (CMDS) applied to noisy dissimilarity data. We establish distributional convergence results for the embeddings produced by CMDS for various noise models, which…

Statistics Theory · Mathematics 2025-10-28 Siddharth Vishwanath , Ery Arias-Castro

The paper considers the problem of multi-objective decision support when outcomes are uncertain. We extend the concept of Pareto-efficient decisions to take into account the uncertainty of decision outcomes across varying contexts. This…

Machine Learning · Statistics 2021-10-20 Sofia Ek , Dave Zachariah , Petre Stoica

In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…

Methodology · Statistics 2025-09-01 Beomjo Park , Sivaraman Balakrishnan , Larry Wasserman

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition…

Machine Learning · Computer Science 2019-02-21 Marek Petrik , Reazul Hasan Russell

Many classification models produce a probability distribution as the outcome of a prediction. This information is generally compressed down to the single class with the highest associated probability. In this paper, we argue that part of…

Machine Learning · Statistics 2021-03-30 Gabriele N. Tornetta

This paper studies the open problem of conformalized entry prediction in a row/column-exchangeable matrix. The matrix setting presents novel and unique challenges, but there exists little work on this interesting topic. We meticulously…

Machine Learning · Computer Science 2023-06-07 Meijia Shao , Yuan Zhang

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li

This work focuses on the problem of exact model reduction of positive linear systems, by leveraging minimal realization theory. While determining the existence of a positive reachable realization remains in general an open problem, we are…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Marco Cortese , Tommaso Grigoletto , Francesco Ticozzi , Augusto Ferrante

Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…

Computation · Statistics 2016-06-29 K. Konakli , B. Sudret

In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…

Computation · Statistics 2021-04-08 Richard J Clancy , Stephen Becker

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

Trust is a crucial factor affecting the adoption of machine learning (ML) models. Qualitative studies have revealed that end-users, particularly in the medical domain, need models that can express their uncertainty in decision-making…

Machine Learning · Computer Science 2023-04-21 Andrew Houston , Georgina Cosma

We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix.…

Machine Learning · Computer Science 2014-07-16 Moritz Hardt , Mary Wootters

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

Machine Learning · Computer Science 2016-11-16 Hang Zhang , Fengyuan Zhu , Shixin Li

This paper considers the problem of matrix completion when the observed entries are noisy and contain outliers. It begins with introducing a new optimization criterion for which the recovered matrix is defined as its solution. This…

Machine Learning · Statistics 2017-12-29 Raymond K. W. Wong , Thomas C. M. Lee

Most recent work on interpretability of complex machine learning models has focused on estimating $\textit{a posteriori}$ explanations for previously trained models around specific predictions. $\textit{Self-explaining}$ models where…

Machine Learning · Computer Science 2018-12-05 David Alvarez-Melis , Tommi S. Jaakkola