Related papers: Internal Robustness of Growth Rate data

We tackle here a specific, still not widely addressed aspect, of AI robustness, which consists of seeking invariance / insensitivity of model performance to hidden factors of variations in the data. Towards this end, we employ a two step…

While deep learning through empirical risk minimization (ERM) has succeeded at achieving human-level performance at a variety of complex tasks, ERM is not robust to distribution shifts or adversarial attacks. Synthetic data augmentation…

Walley's Imprecise Dirichlet Model (IDM) for categorical data overcomes several fundamental problems which other approaches to uncertainty suffer from. Yet, to be useful in practice, one needs efficient ways for computing the…

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…

Reliability updating refers to a problem that integrates Bayesian updating technique with structural reliability analysis and cannot be directly solved by structural reliability methods (SRMs) when it involves equality information. The…

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…

Neural network models have become the leading solution for a large variety of tasks, such as classification, language processing, protein folding, and others. However, their reliability is heavily plagued by adversarial inputs: small input…

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.…

In this paper, we develop a robust non-parametric realized integrated beta estimator using high-frequency financial data contaminated by microstructure noises, which is robust to the stylized features, such as the time-varying beta and the…

Currently, reinforcement learning (RL), especially deep RL, has received more and more attention in the research area. However, the security of RL has been an obvious problem due to the attack manners becoming mature. In order to defend…

We introduce several new datasets namely ImageNet-A/O and ImageNet-R as well as a synthetic environment and testing suite we called CAOS. ImageNet-A/O allow researchers to focus in on the blind spots remaining in ImageNet. ImageNet-R was…

Static benchmarks for RAG systems often suffer from rapid saturation and require significant manual effort to maintain robustness. To address this, we present IRB, a framework for automatically generating benchmarks to evaluate the…

Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…

In recent years, the notion of local robustness (or robustness for short) has emerged as a desirable property of deep neural networks. Intuitively, robustness means that small perturbations to an input do not cause the network to perform…

We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm…

Classical results in asymptotic statistics show that the Fisher information matrix controls the difficulty of estimating a statistical model from observed data. In this work, we introduce a companion measure of robustness of an estimation…

Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…

For many social, scientific, and commercial purposes, it is often important to estimate the distribution of the users' data regarding a sensitive attribute, e.g., their ages, locations, etc. To allow this estimation while protecting the…

We consider the problem of robust polynomial regression, where one receives samples $(x_i, y_i)$ that are usually within $\sigma$ of a polynomial $y = p(x)$, but have a $\rho$ chance of being arbitrary adversarial outliers. Previously, it…