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Consistently checking the statistical significance of experimental results is the first mandatory step towards reproducible science. This paper presents a hitchhiker's guide to rigorous comparisons of reinforcement learning algorithms.…
Statistical significance measures the reliability of a result obtained from a random experiment. We investigate the number of repetitions needed for a statistical result to have a certain significance. In the first step, we consider…
While running any experiment, we often have to consider the statistical power to ensure an effective study. Statistical power or power ensures that we can observe an effect with high probability if such a true effect exists. However,…
Empirical design in reinforcement learning is no small task. Running good experiments requires attention to detail and at times significant computational resources. While compute resources available per dollar have continued to grow…
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…
As reinforcement learning (RL) achieves more success in solving complex tasks, more care is needed to ensure that RL research is reproducible and that algorithms herein can be compared easily and fairly with minimal bias. RL results are,…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
Machine learning systems appear stochastic but are deterministically random, as seeded pseudorandom number generators produce identical realisations across repeated executions. Standard evaluation practice typically treats runs across…
Robustness verification of neural networks, referring to formally proving that neural networks satisfy robustness properties, is of crucial importance in safety-critical applications, where model failures can result in loss of human life or…
Lack of reliability is a well-known issue for reinforcement learning (RL) algorithms. This problem has gained increasing attention in recent years, and efforts to improve it have grown substantially. To aid RL researchers and production…
Deep neural network training often involves stochastic optimization, meaning each run will produce a different model. This implies that hyperparameters of the training process, such as the random seed itself, can potentially have…
What proportion of treated units actually benefited from an experimental intervention? What is the median or the largest individual treatment effect? This paper develops methods for answering such questions about the distribution of…
Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately…
Stability is a central property in learning and statistics promising the output of an algorithm $A$ does not change substantially when applied to similar datasets $S$ and $S'$. It is an elementary fact that any sufficiently stable algorithm…
Sequential Multiple-Assignment Randomized Trials (SMARTs) play an increasingly important role in psychological and behavioral health research. This experimental approach enables researchers to answer scientific questions about how to…
A range of approaches have been proposed for estimating the accuracy or robustness of the measured performance of IR methods. One is to use bootstrapping of test sets, which, as we confirm, provides an estimate of variation in performance.…
Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…
It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…
There has long been debates on how we could interpret neural networks and understand the decisions our models make. Specifically, why deep neural networks tend to be error-prone when dealing with samples that output low softmax scores. We…
Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…