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One central theme in machine learning is function estimation from sparse and noisy data. An example is supervised learning where the elements of the training set are couples, each containing an input location and an output response. In the…
Certified robustness in machine learning has primarily focused on adversarial perturbations of the input with a fixed attack budget for each point in the data distribution. In this work, we present provable robustness guarantees on the…
Classical supervised learning produces unreliable models when training and target distributions differ, with most existing solutions requiring samples from the target domain. We propose a proactive approach which learns a relationship in…
An open scientific challenge is how to classify events with reliable measures of uncertainty, when we have a mechanistic model of the data-generating process but the distribution over both labels and latent nuisance parameters is different…
We study a robust alternative to empirical risk minimization called distributionally robust learning (DRL), in which one learns to perform against an adversary who can choose the data distribution from a specified set of distributions. We…
With the widespread application of causal inference, it is increasingly important to have tools which can test for the presence of causal effects in a diverse array of circumstances. In this vein we focus on the problem of testing for…
In causal matching designs, some control subjects are often left unmatched, and some covariates are often left unmodeled. This article introduces "rebar," a method using high-dimensional modeling to incorporate these commonly discarded data…
Covariate shift has been shown to sharply degrade both predictive accuracy and the calibration of uncertainty estimates for deep learning models. This is worrying, because covariate shift is prevalent in a wide range of real world…
The underlying assumption of many machine learning algorithms is that the training data and test data are drawn from the same distributions. However, the assumption is often violated in real world due to the sample selection bias between…
Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…
As the volume of data continues to expand, it becomes increasingly common for data to be aggregated from multiple sources. Leveraging multiple sources for model training typically achieves better predictive performance on test datasets.…
We propose a new ensemble prediction method, Random Subset Averaging (RSA), tailored for settings with many covariates, particularly in the presence of strong correlations. RSA constructs candidate models via binomial random subset strategy…
We provide a functional view of distributional robustness motivated by robust statistics and functional analysis. This results in two practical computational approaches for approximate distributionally robust nonlinear optimization based on…
In recent years, transfer learning has garnered significant attention. Its ability to leverage knowledge from related studies to improve generalization performance in a target study has made it highly appealing. This paper focuses on…
Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…
One major obstacle that precludes the success of reinforcement learning in real-world applications is the lack of robustness, either to model uncertainties or external disturbances, of the trained policies. Robustness is critical when the…
Several techniques for domain adaptation have been proposed to account for differences in the distribution of the data used for training and testing. The majority of this work focuses on a binary domain label. Similar problems occur in a…
Transfer learning uses a data model, trained to make predictions or inferences on data from one population, to make reliable predictions or inferences on data from another population. Most existing transfer learning approaches are based on…
A number of machine learning tasks entail a high degree of invariance: the data distribution does not change if we act on the data with a certain group of transformations. For instance, labels of images are invariant under translations of…
In practical machine learning, the environments encountered during the model development and deployment phases often differ, especially when a model is used by many users in diverse settings. Learning models that maintain reliable…